+13,444.1%
GOOG vs DIS
+508.0%
+12,936.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | -2.1% | -2.6% | +0.4% | -1.0% |
| 30D | -6.8% | +3.5% | -10.3% | -8.4% |
| 3M | -9.1% | +6.8% | -15.9% | -12.2% |
| 6M | +10.7% | +3.0% | +7.7% | +8.8% |
| YTD | +7.1% | -6.7% | +13.8% | +9.3% |
| 1Y | +44.6% | -10.1% | +54.7% | +49.5% |
| 3Y | +147.4% | +33.0% | +114.4% | +103.5% |
| 5Y | +133.8% | -40.0% | +173.8% | +177.8% |
| 10Y | +777.5% | +21.1% | +756.5% | +585.7% |
| All | +13,444.1% | +508.0% | +12,936.2% | +5,002.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling