+1,458.7%
DIS vs UL
+2,661.1%
-1,202.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -2.6% | -1.3% | -1.2% | -2.1% |
| 30D | +3.5% | +0.5% | +3.0% | +3.3% |
| 3M | +6.8% | +17.6% | -10.8% | +0.5% |
| 6M | +3.0% | -5.4% | +8.4% | +4.7% |
| YTD | -6.7% | +0.7% | -7.4% | -7.4% |
| 1Y | -10.1% | -9.3% | -0.8% | -7.5% |
| 3Y | +33.0% | +24.5% | +8.5% | +20.2% |
| 5Y | -40.0% | +23.2% | -63.2% | -46.4% |
| 10Y | +21.1% | +64.5% | -43.4% | -5.5% |
| All | +1,458.7% | +2,661.1% | -1,202.4% | +369.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling