-6.0%
DIS vs U
-34.9%
+28.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +14.9% | -16.4% | -3.3% |
| 7D | +5.7% | +24.3% | -18.6% | +2.8% |
| 30D | +12.7% | +8.6% | +4.1% | +11.2% |
| 3M | +15.2% | +37.6% | -22.4% | +10.1% |
| 6M | +17.6% | +78.5% | -60.9% | +8.4% |
| YTD | +3.8% | +10.5% | -6.7% | -0.2% |
| 1Y | +6.8% | +15.2% | -8.4% | +1.8% |
| 3Y | +42.1% | +76.6% | -34.4% | +21.5% |
| 5Y | -31.2% | -67.9% | +36.7% | -37.8% |
| All | -6.0% | -34.9% | +28.9% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling