+36.6%
DIS vs USFR
+28.5%
+8.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +5.3% | +0.1% | +5.3% | +5.2% |
| 30D | +10.2% | +0.4% | +9.9% | +9.8% |
| 3M | +13.5% | +1.1% | +12.5% | +12.3% |
| 6M | +11.1% | +2.0% | +9.1% | +8.9% |
| YTD | +5.5% | +3.4% | +2.1% | +2.0% |
| 1Y | +9.1% | +4.1% | +5.0% | +4.7% |
| 3Y | +36.0% | +14.3% | +21.7% | +19.0% |
| 5Y | -29.8% | +21.3% | -51.1% | -41.5% |
| 10Y | +36.6% | +28.5% | +8.1% | +8.7% |
| All | +36.6% | +28.5% | +8.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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