+1,628.0%
DIS vs UL
+2,738.5%
-1,110.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | +5.2% | +1.1% | +4.1% | +4.8% |
| 30D | +11.5% | +8.2% | +3.2% | +8.2% |
| 3M | +11.5% | +4.5% | +7.0% | +9.7% |
| 6M | +8.9% | +12.6% | -3.7% | +4.1% |
| YTD | +3.4% | +3.5% | -0.1% | +1.6% |
| 1Y | +7.2% | -0.4% | +7.6% | +6.6% |
| 3Y | +43.3% | +36.0% | +7.3% | +25.3% |
| 5Y | -31.4% | +30.9% | -62.4% | -40.1% |
| 10Y | +37.1% | +97.5% | -60.5% | -0.1% |
| All | +1,628.0% | +2,738.5% | -1,110.4% | +414.8% |
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