-31.9%
DIS vs URA
+33.4%
-65.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.2% |
| 7D | +5.2% | -4.1% | +9.4% | +6.0% |
| 30D | +11.5% | -19.0% | +30.5% | +15.8% |
| 3M | +11.5% | -25.1% | +36.7% | +17.3% |
| 6M | +8.9% | -44.5% | +53.4% | +21.2% |
| YTD | +3.4% | -24.3% | +27.7% | +6.0% |
| 1Y | +7.2% | -28.1% | +35.3% | +10.9% |
| 3Y | +43.3% | +40.7% | +2.6% | +15.9% |
| All | -31.9% | +33.4% | -65.3% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling