+2,544.4%
IBM vs DIS
+1,689.2%
+855.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.3% |
| 7D | -4.3% | +5.7% | -10.0% | -6.1% |
| 30D | +11.7% | +12.7% | -1.0% | +7.3% |
| 3M | +5.5% | +15.2% | -9.7% | +0.3% |
| 6M | +9.5% | +17.6% | -8.1% | +3.0% |
| YTD | -14.9% | +3.8% | -18.7% | -16.7% |
| 1Y | -17.4% | +6.8% | -24.1% | -20.0% |
| 3Y | +83.3% | +42.1% | +41.1% | +57.5% |
| 5Y | +142.1% | -31.2% | +173.2% | +158.6% |
| 10Y | +157.2% | +37.6% | +119.5% | +108.0% |
| All | +2,544.4% | +1,689.2% | +855.2% | +680.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling