-22.5%
DIS vs USFR
+21.4%
-43.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +9.2% | +0.4% | +8.8% | +8.9% |
| 3M | +13.5% | +1.1% | +12.5% | +12.7% |
| 6M | +14.3% | +2.0% | +12.3% | +12.8% |
| YTD | +5.4% | +3.5% | +1.9% | +3.2% |
| 1Y | +12.2% | +4.1% | +8.1% | +9.4% |
| 3Y | +37.2% | +14.4% | +22.8% | +32.8% |
| All | -22.5% | +21.4% | -43.9% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling