+8.3%
DIS vs U
+17.5%
-9.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +3.8% |
| 7D | +9.1% | +7.5% | +1.6% | +8.6% |
| 30D | +14.8% | -7.0% | +21.9% | +15.2% |
| 3M | +21.2% | +20.6% | +0.6% | +19.3% |
| 6M | +18.3% | +53.2% | -34.9% | +14.6% |
| YTD | +5.4% | -3.9% | +9.2% | +2.7% |
| 1Y | +8.3% | +18.4% | -10.1% | +3.2% |
| All | +8.3% | +17.5% | -9.3% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling