-22.5%
DIS vs Z
-53.4%
+30.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.8% | -0.1% |
| 7D | +1.9% | +0.8% | +1.1% | +1.6% |
| 30D | +9.2% | +5.2% | +4.0% | +7.4% |
| 3M | +13.5% | -17.0% | +30.6% | +17.3% |
| 6M | +14.3% | -22.7% | +36.9% | +19.3% |
| YTD | +5.4% | -56.3% | +61.7% | +23.9% |
| 1Y | +12.2% | -57.7% | +69.8% | +32.5% |
| 3Y | +37.2% | -16.5% | +53.7% | +29.7% |
| All | -22.5% | -53.4% | +30.9% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling