+66.1%
DIS vs USFR
+27.5%
+38.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | +3.5% | +0.3% | +3.2% | +3.3% |
| 3M | +6.8% | +1.0% | +5.8% | +6.1% |
| 6M | +3.0% | +1.9% | +1.0% | +1.7% |
| YTD | -6.7% | +2.6% | -9.3% | -8.3% |
| 1Y | -10.1% | +4.0% | -14.1% | -12.4% |
| 3Y | +33.0% | +14.1% | +18.9% | +22.2% |
| 5Y | -40.0% | +20.4% | -60.4% | -46.7% |
| 10Y | +21.1% | +28.0% | -7.0% | +3.6% |
| All | +66.1% | +27.5% | +38.6% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling