+149.6%
IBM vs DIS
+35.1%
+114.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -5.0% | +5.2% | -10.2% | -6.6% |
| 30D | +11.1% | +11.5% | -0.3% | +7.2% |
| 3M | +5.7% | +11.5% | -5.8% | +1.8% |
| 6M | +10.1% | +8.9% | +1.2% | +6.6% |
| YTD | -15.6% | +3.4% | -19.0% | -17.2% |
| 1Y | -19.5% | +7.2% | -26.7% | -22.1% |
| 3Y | +80.4% | +43.3% | +37.1% | +54.4% |
| 5Y | +140.0% | -31.4% | +171.4% | +165.3% |
| All | +149.6% | +35.1% | +114.4% | +95.9% |
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