+311.1%
SPY vs DIS
+33.6%
+277.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | -2.4% | +10.3% | -12.6% | -6.0% |
| 3M | -1.2% | +15.6% | -16.7% | -6.7% |
| 6M | +3.3% | +15.1% | -11.8% | -2.7% |
| YTD | +12.3% | +6.0% | +6.3% | +8.6% |
| 1Y | +12.4% | +5.7% | +6.8% | +8.6% |
| 3Y | +78.8% | +39.8% | +39.0% | +49.9% |
| 5Y | +75.2% | -23.9% | +99.0% | +85.3% |
| 10Y | +311.1% | +32.9% | +278.2% | +222.7% |
| All | +311.1% | +33.6% | +277.5% | +222.7% |
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