+1,455.0%
DIS vs USB
+8,417.0%
-6,962.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | -1.1% | +2.1% | -3.2% | -1.8% |
| 30D | +0.1% | -2.3% | +2.4% | +0.9% |
| 3M | +7.1% | +13.9% | -6.8% | +2.1% |
| 6M | +4.3% | +21.6% | -17.3% | -2.9% |
| YTD | -6.9% | +19.3% | -26.3% | -12.9% |
| 1Y | -10.3% | +33.6% | -43.9% | -19.4% |
| 3Y | +32.8% | +97.7% | -64.9% | +2.7% |
| 5Y | -41.5% | +40.4% | -81.9% | -50.0% |
| 10Y | +21.2% | +105.9% | -84.7% | -10.8% |
| All | +1,455.0% | +8,417.0% | -6,962.0% | +429.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling