-1.1%
META vs DIS
+6.5%
-7.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.8% | +5.2% | -6.0% | -2.1% |
| 30D | -15.4% | +11.5% | -26.9% | -17.8% |
| 3M | +3.5% | +11.5% | -8.0% | +0.5% |
| 6M | -0.3% | +8.9% | -9.1% | -2.5% |
| YTD | -7.3% | +3.4% | -10.7% | -10.4% |
| 1Y | -1.1% | +7.2% | -8.3% | -4.0% |
| All | -1.1% | +6.5% | -7.6% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling