+1.8%
DIS vs TRU
+238.0%
-236.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | +0.5% |
| 7D | -2.6% | -6.8% | +4.2% | -0.1% |
| 30D | +3.5% | 0.0% | +3.5% | +3.3% |
| 3M | +6.8% | +13.3% | -6.5% | +1.2% |
| 6M | +3.0% | +3.4% | -0.4% | +0.6% |
| YTD | -6.7% | -6.4% | -0.3% | -6.1% |
| 1Y | -10.1% | -9.7% | -0.4% | -9.0% |
| 3Y | +33.0% | +0.1% | +32.9% | +22.2% |
| 5Y | -40.0% | -34.0% | -6.0% | -36.3% |
| 10Y | +21.1% | +147.9% | -126.8% | -12.9% |
| All | +1.8% | +238.0% | -236.2% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling