+75.0%
SPY vs DIS
+41.5%
+33.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | +5.2% | -7.9% | -3.9% |
| 30D | -5.4% | +11.5% | -16.9% | -8.0% |
| 3M | -4.1% | +11.5% | -15.6% | -6.9% |
| 6M | +0.7% | +8.9% | -8.2% | -1.7% |
| YTD | +8.7% | +3.4% | +5.3% | +7.1% |
| 1Y | +10.9% | +7.2% | +3.7% | +8.0% |
| 3Y | +75.0% | +43.3% | +31.7% | +61.2% |
| All | +75.0% | +41.5% | +33.5% | +61.2% |
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