-4.1%
DIS vs U
-33.8%
+29.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.5% |
| 7D | +0.6% | +16.9% | -16.3% | -1.5% |
| 30D | +10.3% | +6.4% | +3.9% | +9.1% |
| 3M | +15.6% | +13.2% | +2.4% | +13.2% |
| 6M | +15.1% | +84.8% | -69.6% | +5.7% |
| YTD | +6.0% | +12.4% | -6.4% | +1.6% |
| 1Y | +5.7% | +19.8% | -14.1% | +0.3% |
| 3Y | +39.8% | +83.8% | -44.0% | +19.0% |
| 5Y | -23.9% | -72.7% | +48.9% | -31.5% |
| All | -4.1% | -33.8% | +29.7% | -20.9% |
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