-31.9%
DIS vs UL
+31.0%
-62.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | +5.2% | +1.1% | +4.1% | +4.9% |
| 30D | +11.5% | +8.2% | +3.2% | +8.9% |
| 3M | +11.5% | +4.5% | +7.0% | +10.1% |
| 6M | +8.9% | +12.6% | -3.7% | +5.2% |
| YTD | +3.4% | +3.5% | -0.1% | +1.8% |
| 1Y | +7.2% | -0.4% | +7.6% | +6.5% |
| 3Y | +43.3% | +36.0% | +7.3% | +27.3% |
| All | -31.9% | +31.0% | -62.9% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling