+36.3%
DIS vs USFR
+28.5%
+7.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +10.3% | +0.4% | +9.9% | +9.9% |
| 3M | +15.5% | +1.1% | +14.5% | +14.3% |
| 6M | +11.2% | +2.1% | +9.2% | +8.9% |
| YTD | +5.6% | +3.4% | +2.1% | +2.0% |
| 1Y | +7.7% | +4.1% | +3.7% | +3.4% |
| 3Y | +39.3% | +14.4% | +24.9% | +21.8% |
| 5Y | -29.5% | +21.4% | -50.9% | -41.3% |
| 10Y | +36.3% | +28.5% | +7.7% | +8.4% |
| All | +36.3% | +28.5% | +7.7% | +8.4% |
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