+72.6%
SPY vs DIS
-23.4%
+95.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +2.6% | +1.9% | +0.7% | +1.9% |
| 30D | -2.0% | +9.2% | -11.1% | -4.9% |
| 3M | -2.8% | +13.5% | -16.3% | -7.2% |
| 6M | +2.1% | +14.3% | -12.1% | -2.9% |
| YTD | +11.5% | +5.4% | +6.1% | +8.5% |
| 1Y | +13.5% | +12.2% | +1.3% | +7.7% |
| 3Y | +77.7% | +37.2% | +40.5% | +50.8% |
| All | +72.6% | -23.4% | +95.9% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling