+12.2%
DIS vs U
+33.7%
-21.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.3% |
| 7D | +1.9% | +2.6% | -0.7% | +1.8% |
| 30D | +9.2% | +27.6% | -18.4% | +7.5% |
| 3M | +13.5% | +15.3% | -1.8% | +12.4% |
| 6M | +14.3% | +96.4% | -82.1% | +9.4% |
| YTD | +5.4% | +19.6% | -14.2% | -0.1% |
| 1Y | +12.2% | +42.1% | -30.0% | +6.4% |
| All | +12.2% | +33.7% | -21.5% | +6.4% |
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