-41.5%
DIS vs TRU
-35.2%
-6.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.8% |
| 7D | -1.1% | -7.2% | +6.1% | +1.4% |
| 30D | +0.1% | -2.8% | +3.0% | +1.0% |
| 3M | +7.1% | +13.0% | -5.9% | +1.9% |
| 6M | +4.3% | +0.7% | +3.6% | +3.0% |
| YTD | -6.9% | -9.0% | +2.0% | -5.4% |
| 1Y | -10.3% | -16.3% | +6.0% | -6.6% |
| 3Y | +32.8% | -1.1% | +33.9% | +24.2% |
| 5Y | -41.5% | -36.0% | -5.5% | -33.4% |
| All | -41.5% | -35.2% | -6.2% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling