-4.5%
DIS vs U
-31.4%
+26.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +5.3% | +32.3% | -27.0% | +1.6% |
| 30D | +10.2% | +9.7% | +0.5% | +8.6% |
| 3M | +13.5% | +19.6% | -6.1% | +10.5% |
| 6M | +11.1% | +82.6% | -71.5% | +2.2% |
| YTD | +5.5% | +16.4% | -10.9% | +0.7% |
| 1Y | +9.1% | +28.5% | -19.4% | +2.6% |
| 3Y | +36.0% | +103.8% | -67.8% | +14.2% |
| 5Y | -29.8% | -70.0% | +40.2% | -37.1% |
| All | -4.5% | -31.4% | +26.9% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling