+12.9%
DIS vs TRU
+243.5%
-230.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | +5.2% | +5.7% | -0.5% | +3.1% |
| 30D | +11.5% | +29.2% | -17.8% | +0.9% |
| 3M | +11.5% | +2.7% | +8.9% | +9.6% |
| 6M | +8.9% | +15.2% | -6.3% | +1.7% |
| YTD | +3.4% | -4.9% | +8.3% | +2.7% |
| 1Y | +7.2% | +3.4% | +3.8% | +3.0% |
| 3Y | +43.3% | +63.2% | -19.9% | +8.8% |
| 5Y | -31.4% | -26.6% | -4.9% | -30.6% |
| 10Y | +37.1% | +172.8% | -135.7% | -4.4% |
| All | +12.9% | +243.5% | -230.6% | -24.8% |
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