+3,094.0%
SPY vs DIS
+861.1%
+2,233.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +0.1% | -2.6% | +2.7% | +1.1% |
| 30D | +0.1% | +3.5% | -3.4% | -1.4% |
| 3M | +2.0% | +6.8% | -4.8% | -1.0% |
| 6M | +13.0% | +3.0% | +10.0% | +11.0% |
| YTD | +13.5% | -6.7% | +20.3% | +15.4% |
| 1Y | +20.0% | -10.1% | +30.0% | +23.2% |
| 3Y | +77.2% | +33.0% | +44.1% | +52.5% |
| 5Y | +81.9% | -40.0% | +121.9% | +108.8% |
| 10Y | +314.1% | +21.1% | +293.0% | +246.1% |
| All | +3,094.0% | +861.1% | +2,233.0% | +1,098.4% |
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