+10,718.8%
JPM vs DIS
+1,718.2%
+9,000.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.2% | +1.2% |
| 7D | +0.4% | +5.3% | -4.9% | -2.3% |
| 30D | +2.7% | +10.2% | -7.5% | -2.6% |
| 3M | -3.8% | +13.5% | -17.4% | -10.7% |
| 6M | +14.3% | +11.1% | +3.2% | +6.6% |
| YTD | +8.2% | +5.5% | +2.7% | +3.1% |
| 1Y | +11.0% | +9.1% | +1.8% | +3.5% |
| 3Y | +152.7% | +36.0% | +116.7% | +101.7% |
| 5Y | +130.8% | -29.8% | +160.7% | +156.7% |
| 10Y | +506.0% | +36.6% | +469.4% | +341.0% |
| All | +10,718.8% | +1,718.2% | +9,000.6% | +1,495.4% |
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