+43.6%
DIS vs USAR
-13.4%
+57.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.5% | -4.5% | +2.0% |
| 7D | +5.3% | -1.1% | +6.4% | +5.3% |
| 30D | +10.2% | -30.3% | +40.5% | +10.4% |
| 3M | +13.5% | -54.7% | +68.2% | +13.9% |
| 6M | +11.1% | -67.5% | +78.6% | +11.6% |
| YTD | +5.5% | -26.4% | +31.9% | +6.2% |
| 1Y | +9.1% | -49.5% | +58.7% | +9.7% |
| 3Y | +36.0% | -14.5% | +50.4% | +44.5% |
| All | +43.6% | -13.4% | +57.0% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling