-16.7%
IBM vs DIS
+10.8%
-27.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.6% | +1.9% | -0.3% | +1.2% |
| 30D | +9.2% | +9.2% | 0.0% | +7.2% |
| 3M | +4.9% | +13.5% | -8.6% | +2.0% |
| 6M | +16.8% | +14.3% | +2.5% | +12.6% |
| YTD | -14.3% | +5.4% | -19.7% | -17.4% |
| 1Y | -16.7% | +12.2% | -28.9% | -19.4% |
| All | -16.7% | +10.8% | -27.6% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling