+143.6%
IBM vs DIS
+33.6%
+110.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +10.1% | +10.3% | -0.2% | +6.6% |
| 3M | +4.8% | +15.6% | -10.7% | -0.2% |
| 6M | +12.6% | +15.1% | -2.5% | +7.0% |
| YTD | -13.9% | +6.0% | -19.9% | -16.2% |
| 1Y | -18.7% | +5.7% | -24.4% | -20.9% |
| 3Y | +81.9% | +39.8% | +42.1% | +57.4% |
| 5Y | +148.3% | -23.9% | +172.2% | +163.3% |
| 10Y | +143.6% | +32.9% | +110.7% | +87.6% |
| All | +143.6% | +33.6% | +110.0% | +87.6% |
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