+2,956.9%
SPY vs DIS
+965.5%
+1,991.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.7% | +5.2% | -7.9% | -4.6% |
| 30D | -5.4% | +11.5% | -16.9% | -9.3% |
| 3M | -4.1% | +11.5% | -15.6% | -8.3% |
| 6M | +0.7% | +8.9% | -8.2% | -3.2% |
| YTD | +8.7% | +3.4% | +5.3% | +5.9% |
| 1Y | +10.9% | +7.2% | +3.7% | +6.3% |
| 3Y | +75.0% | +43.3% | +31.7% | +46.3% |
| 5Y | +67.8% | -31.4% | +99.2% | +82.9% |
| 10Y | +312.9% | +37.1% | +275.8% | +228.5% |
| All | +2,956.9% | +965.5% | +1,991.4% | +1,000.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling