+3.6%
GOOG vs DIS
+8.7%
-5.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -0.9% | +2.3% |
| 7D | -10.7% | +9.1% | -19.8% | -12.5% |
| 30D | -16.4% | +14.8% | -31.2% | -19.2% |
| 3M | -23.4% | +21.2% | -44.6% | -27.0% |
| 6M | -24.2% | +18.3% | -42.5% | -27.4% |
| YTD | -8.3% | +5.4% | -13.6% | -12.4% |
| 1Y | +3.6% | +8.3% | -4.7% | -0.8% |
| All | +3.6% | +8.7% | -5.2% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 1y: compounded portfolio wealth divided by compounded DIS 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…
1y analysis · Full analysis span regression · 6 months rolling