-23.9%
DIS vs Z
-54.5%
+30.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +0.6% | -13.1% | +13.7% | +3.6% |
| 30D | +10.3% | +5.9% | +4.4% | +8.4% |
| 3M | +15.6% | -13.7% | +29.2% | +18.3% |
| 6M | +15.1% | -27.1% | +42.3% | +21.8% |
| YTD | +6.0% | -56.8% | +62.8% | +24.9% |
| 1Y | +5.7% | -60.2% | +65.9% | +26.7% |
| 3Y | +39.8% | -19.7% | +59.5% | +33.6% |
| 5Y | -23.9% | -53.7% | +29.8% | -23.0% |
| All | -23.9% | -54.5% | +30.6% | -23.0% |
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