+767.4%
GOOG vs DIS
+24.9%
+742.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | -2.5% | -1.3% | -1.2% | -2.0% |
| 30D | -3.6% | +2.2% | -5.8% | -4.6% |
| 3M | -6.4% | +8.1% | -14.6% | -9.7% |
| 6M | +7.8% | +5.2% | +2.5% | +5.2% |
| YTD | +5.5% | -6.3% | +11.8% | +7.3% |
| 1Y | +38.3% | -7.3% | +45.6% | +40.8% |
| 3Y | +143.1% | +33.8% | +109.3% | +101.9% |
| 5Y | +135.0% | -40.7% | +175.7% | +176.6% |
| All | +767.4% | +24.9% | +742.5% | +582.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling