+9.5%
IBM vs DIS
+16.3%
-6.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.7% |
| 7D | -4.3% | +5.7% | -10.0% | -4.9% |
| 30D | +11.7% | +12.7% | -1.0% | +10.3% |
| 3M | +5.5% | +15.2% | -9.7% | +3.7% |
| 6M | +9.5% | +17.6% | -8.1% | +6.6% |
| All | +9.5% | +16.3% | -6.9% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling