+10,478.8%
JPM vs DIS
+1,682.0%
+8,796.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.8% | +5.2% | -6.0% | -3.5% |
| 30D | +1.5% | +11.5% | -10.0% | -4.4% |
| 3M | -5.7% | +11.5% | -17.2% | -11.5% |
| 6M | +7.2% | +8.9% | -1.6% | +1.1% |
| YTD | +5.8% | +3.4% | +2.4% | +1.9% |
| 1Y | +8.8% | +7.2% | +1.6% | +2.5% |
| 3Y | +147.4% | +43.3% | +104.1% | +91.2% |
| 5Y | +125.3% | -31.4% | +156.8% | +153.8% |
| 10Y | +540.5% | +37.1% | +503.5% | +365.2% |
| All | +10,478.8% | +1,682.0% | +8,796.7% | +1,477.2% |
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