-4.3%
DIS vs Z
+25.1%
-29.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | -2.6% | -3.0% | +0.4% | -2.1% |
| 30D | +3.5% | -4.2% | +7.7% | +4.1% |
| 3M | +6.8% | -3.7% | +10.5% | +7.1% |
| 6M | +3.0% | -24.5% | +27.5% | +7.5% |
| YTD | -6.7% | -49.3% | +42.6% | +3.9% |
| 1Y | -10.1% | -58.7% | +48.6% | +3.5% |
| 3Y | +33.0% | -34.1% | +67.2% | +36.6% |
| 5Y | -40.0% | -64.5% | +24.6% | -35.6% |
| 10Y | +21.1% | -0.5% | +21.5% | -1.1% |
| All | -4.3% | +25.1% | -29.4% | -27.0% |
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 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