-10.1%
DIS vs URA
+17.2%
-27.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -2.6% | +1.1% | -3.7% | -2.7% |
| 30D | +3.5% | +7.4% | -3.9% | +2.9% |
| 3M | +6.8% | -8.4% | +15.2% | +7.5% |
| 6M | +3.0% | -12.7% | +15.7% | +3.8% |
| YTD | -6.7% | +7.8% | -14.5% | -6.5% |
| 1Y | -10.1% | +19.5% | -29.5% | -8.2% |
| All | -10.1% | +17.2% | -27.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling