+9.3%
ORCL vs DIS
+42.1%
-32.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.5% | -6.6% |
| 7D | -17.5% | +5.7% | -23.2% | -18.6% |
| 30D | -20.2% | +12.7% | -32.8% | -22.6% |
| 3M | -19.9% | +15.2% | -35.1% | -23.1% |
| 6M | -37.4% | +17.6% | -55.0% | -40.4% |
| YTD | -40.1% | +3.8% | -43.9% | -41.1% |
| 1Y | -53.4% | +6.8% | -60.2% | -54.6% |
| All | +9.3% | +42.1% | -32.8% | -2.9% |
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