+246.0%
ORCL vs DIS
+36.4%
+209.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.5% | +4.4% | -10.9% | -7.9% |
| 30D | -16.6% | +10.3% | -26.9% | -19.4% |
| 3M | -21.6% | +15.5% | -37.1% | -25.7% |
| 6M | -39.4% | +11.2% | -50.6% | -42.0% |
| YTD | -38.7% | +5.6% | -44.2% | -40.5% |
| 1Y | -50.4% | +7.7% | -58.1% | -52.3% |
| 3Y | +8.1% | +39.3% | -31.2% | -7.6% |
| 5Y | +34.5% | -29.5% | +64.1% | +44.2% |
| 10Y | +246.0% | +36.3% | +209.8% | +164.1% |
| All | +246.0% | +36.4% | +209.7% | +164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling