+82.1%
IBM vs DIS
+39.9%
+42.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -0.1% |
| 7D | -2.5% | +5.3% | -7.8% | -3.8% |
| 30D | +8.4% | +10.2% | -1.9% | +5.7% |
| 3M | +4.5% | +13.5% | -9.1% | +1.0% |
| 6M | +7.9% | +11.1% | -3.2% | +4.6% |
| YTD | -15.2% | +5.5% | -20.7% | -16.9% |
| 1Y | -17.6% | +9.1% | -26.7% | -20.0% |
| 3Y | +82.1% | +36.0% | +46.1% | +65.6% |
| All | +82.1% | +39.9% | +42.2% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling