+583.6%
JPM vs DIS
+22.0%
+561.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.4% | -1.1% | +0.7% | +0.1% |
| 30D | -1.1% | +0.1% | -1.3% | -1.4% |
| 3M | +14.1% | +7.1% | +7.1% | +9.5% |
| 6M | +23.3% | +4.3% | +19.0% | +19.5% |
| YTD | +11.3% | -6.9% | +18.2% | +13.8% |
| 1Y | +23.0% | -10.3% | +33.3% | +27.8% |
| 3Y | +162.6% | +32.8% | +129.7% | +113.7% |
| 5Y | +152.8% | -41.5% | +194.2% | +222.2% |
| 10Y | +583.6% | +21.2% | +562.5% | +414.6% |
| All | +583.6% | +22.0% | +561.7% | +414.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling