+2,521.8%
IBM vs DIS
+1,682.0%
+839.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -5.0% | +5.2% | -10.2% | -6.6% |
| 30D | +11.1% | +11.5% | -0.3% | +7.1% |
| 3M | +5.7% | +11.5% | -5.8% | +1.6% |
| 6M | +10.1% | +8.9% | +1.2% | +6.5% |
| YTD | -15.6% | +3.4% | -19.0% | -17.3% |
| 1Y | -19.5% | +7.2% | -26.7% | -22.2% |
| 3Y | +80.4% | +43.3% | +37.1% | +54.6% |
| 5Y | +140.0% | -31.4% | +171.4% | +156.8% |
| 10Y | +155.0% | +37.1% | +117.9% | +106.5% |
| All | +2,521.8% | +1,682.0% | +839.7% | +674.9% |
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 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