+11,186.3%
JPM vs DIS
+1,507.4%
+9,678.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | 0.0% |
| 7D | +0.3% | -2.6% | +2.9% | +1.7% |
| 30D | -0.2% | +3.5% | -3.7% | -2.3% |
| 3M | +15.9% | +6.8% | +9.1% | +10.8% |
| 6M | +20.9% | +3.0% | +18.0% | +17.6% |
| YTD | +12.9% | -6.7% | +19.6% | +15.4% |
| 1Y | +20.3% | -10.1% | +30.4% | +25.0% |
| 3Y | +160.9% | +33.0% | +127.9% | +110.0% |
| 5Y | +154.8% | -40.0% | +194.8% | +209.2% |
| 10Y | +591.1% | +21.1% | +570.0% | +438.6% |
| All | +11,186.3% | +1,507.4% | +9,678.8% | +1,684.9% |
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