+18.3%
DIS vs USB
+11.3%
+7.0%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.7% |
| 7D | +9.1% | +2.4% | +6.7% | +8.4% |
| 30D | +14.8% | +6.6% | +8.2% | +13.1% |
| 3M | +21.2% | -4.1% | +25.2% | +21.5% |
| 6M | +18.3% | +12.5% | +5.8% | +14.7% |
| All | +18.3% | +11.3% | +7.0% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling