+6.5%
DIS vs Z
+9.5%
-3.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.6% | +9.2% | +0.5% |
| 7D | +5.7% | -2.3% | +7.9% | +6.0% |
| 30D | +12.7% | +9.4% | +3.3% | +10.5% |
| 3M | +15.2% | -16.1% | +31.3% | +18.0% |
| 6M | +17.6% | -30.4% | +48.0% | +24.1% |
| YTD | +3.8% | -55.6% | +59.4% | +17.8% |
| 1Y | +6.8% | -58.5% | +65.3% | +22.5% |
| 3Y | +42.1% | -19.6% | +61.8% | +40.0% |
| 5Y | -31.2% | -54.1% | +23.0% | -28.3% |
| 10Y | +37.6% | -12.1% | +49.7% | +14.5% |
| All | +6.5% | +9.5% | -3.1% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling