-31.9%
DIS vs U
-66.8%
+34.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.2% |
| 7D | +5.2% | +36.6% | -31.3% | +0.5% |
| 30D | +11.5% | +13.3% | -1.9% | +9.1% |
| 3M | +11.5% | +26.2% | -14.6% | +7.2% |
| 6M | +8.9% | +88.7% | -79.9% | -1.8% |
| YTD | +3.4% | +16.6% | -13.2% | -2.0% |
| 1Y | +7.2% | +29.0% | -21.8% | -0.3% |
| 3Y | +43.3% | +99.5% | -56.2% | +16.5% |
| All | -31.9% | -66.8% | +34.9% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling