+144.7%
IBM vs DIS
-29.6%
+174.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.5% | +4.4% | -5.9% | -2.4% |
| 30D | +8.4% | +10.3% | -1.9% | +6.1% |
| 3M | +4.2% | +15.5% | -11.3% | +0.8% |
| 6M | +7.9% | +11.2% | -3.3% | +5.1% |
| YTD | -15.2% | +5.6% | -20.8% | -16.6% |
| 1Y | -18.7% | +7.7% | -26.5% | -20.5% |
| 3Y | +79.2% | +39.3% | +39.9% | +64.4% |
| 5Y | +144.7% | -29.5% | +174.2% | +142.4% |
| All | +144.7% | -29.6% | +174.3% | +142.4% |
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 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