+93.4%
META vs DIS
+42.1%
+51.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.4% |
| 7D | -3.1% | +5.7% | -8.8% | -5.0% |
| 30D | -18.1% | +12.7% | -30.8% | -21.6% |
| 3M | +2.9% | +15.2% | -12.3% | -2.3% |
| 6M | +0.2% | +17.6% | -17.4% | -5.8% |
| YTD | -8.1% | +3.8% | -11.9% | -10.0% |
| 1Y | -4.5% | +6.8% | -11.3% | -7.8% |
| All | +93.4% | +42.1% | +51.3% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling