-14.8%
SKHY vs DIS
+22.8%
-37.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.2% | -9.3% | +2.0% |
| 7D | -13.1% | +9.1% | -22.2% | +1.2% |
| 30D | -26.6% | +14.8% | -41.4% | -6.4% |
| 3M | -7.3% | +21.2% | -28.5% | +41.9% |
| All | -14.8% | +22.8% | -37.6% | +44.9% |
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 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 · Available span rolling