+93.4%
GOOG vs DIS
-30.6%
+124.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | 0.0% |
| 7D | +2.9% | +5.3% | -2.4% | +0.9% |
| 30D | -17.8% | +10.2% | -28.0% | -20.9% |
| 3M | -19.0% | +13.5% | -32.6% | -23.1% |
| 6M | -27.9% | +11.1% | -39.0% | -31.1% |
| YTD | -8.7% | +5.5% | -14.2% | -11.5% |
| 1Y | +2.5% | +9.1% | -6.6% | -2.2% |
| 3Y | +119.2% | +36.0% | +83.2% | +80.8% |
| 5Y | +93.4% | -29.8% | +123.3% | +107.9% |
| All | +93.4% | -30.6% | +124.0% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling