+36.3%
DIS vs Z
-19.5%
+55.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.1% |
| 7D | +4.4% | -6.5% | +10.9% | +5.5% |
| 30D | +10.3% | -0.1% | +10.4% | +9.9% |
| 3M | +15.5% | -14.1% | +29.7% | +17.9% |
| 6M | +11.2% | -30.1% | +41.3% | +17.4% |
| YTD | +5.6% | -57.5% | +63.1% | +21.1% |
| 1Y | +7.7% | -60.3% | +68.1% | +25.0% |
| 3Y | +39.3% | -21.0% | +60.3% | +37.5% |
| 5Y | -29.5% | -54.9% | +25.4% | -26.3% |
| 10Y | +36.3% | -16.0% | +52.3% | +15.7% |
| All | +36.3% | -19.5% | +55.8% | +15.7% |
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