+138.2%
IBM vs DIS
-32.6%
+170.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.0% | +5.2% | -10.2% | -6.0% |
| 30D | +11.1% | +11.5% | -0.3% | +8.5% |
| 3M | +5.7% | +11.5% | -5.8% | +3.1% |
| 6M | +10.1% | +8.9% | +1.2% | +7.8% |
| YTD | -15.6% | +3.4% | -19.0% | -16.7% |
| 1Y | -19.5% | +7.2% | -26.7% | -21.2% |
| 3Y | +80.4% | +43.3% | +37.1% | +64.6% |
| All | +138.2% | -32.6% | +170.8% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling