+34.2%
DIS vs Z
-14.9%
+49.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | +5.2% | -4.6% | +9.8% | +6.0% |
| 30D | +11.5% | +8.3% | +3.1% | +9.4% |
| 3M | +11.5% | -11.6% | +23.1% | +13.3% |
| 6M | +8.9% | -33.6% | +42.5% | +16.1% |
| YTD | +3.4% | -56.7% | +60.1% | +18.3% |
| 1Y | +7.2% | -59.1% | +66.3% | +23.7% |
| 3Y | +43.3% | -20.4% | +63.7% | +41.2% |
| 5Y | -31.4% | -55.3% | +23.8% | -28.3% |
| All | +34.2% | -14.9% | +49.1% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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