+34.7%
DIS vs USB
+93.8%
-59.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.4% |
| 7D | +5.7% | -1.5% | +7.2% | +6.5% |
| 30D | +12.7% | +4.3% | +8.4% | +10.4% |
| 3M | +15.2% | -6.1% | +21.3% | +18.5% |
| 6M | +17.6% | +9.4% | +8.2% | +11.8% |
| YTD | +3.8% | +15.2% | -11.3% | -4.0% |
| 1Y | +6.8% | +32.8% | -26.0% | -8.0% |
| 3Y | +42.1% | +91.3% | -49.2% | -0.2% |
| 5Y | -31.2% | +22.7% | -53.8% | -41.0% |
| All | +34.7% | +93.8% | -59.1% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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