+37.2%
DIS vs UL
+36.1%
+1.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.4% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | +9.2% | +4.5% | +4.7% | +8.0% |
| 3M | +13.5% | +6.5% | +7.0% | +11.8% |
| 6M | +14.3% | +18.2% | -3.9% | +10.5% |
| YTD | +5.4% | +4.7% | +0.7% | +3.3% |
| 1Y | +12.2% | +0.8% | +11.4% | +10.4% |
| 3Y | +37.2% | +35.9% | +1.3% | +24.9% |
| All | +37.2% | +36.1% | +1.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling