+307.3%
SPY vs DIS
+40.1%
+267.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +1.6% |
| 7D | +0.1% | +5.3% | -5.2% | -1.9% |
| 30D | -3.3% | +10.2% | -13.6% | -6.9% |
| 3M | -2.4% | +13.5% | -16.0% | -7.3% |
| 6M | +2.6% | +11.1% | -8.6% | -2.1% |
| YTD | +11.2% | +5.5% | +5.7% | +7.7% |
| 1Y | +13.4% | +9.1% | +4.3% | +8.1% |
| 3Y | +79.9% | +36.0% | +43.9% | +52.6% |
| 5Y | +72.2% | -29.8% | +102.0% | +88.1% |
| 10Y | +307.3% | +36.6% | +270.7% | +224.9% |
| All | +307.3% | +40.1% | +267.2% | +224.9% |
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 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