+593.0%
BE vs DIS
+11.0%
+581.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.7% |
| 7D | -14.7% | +5.2% | -20.0% | -18.4% |
| 30D | -40.5% | +11.5% | -52.0% | -46.1% |
| 3M | -24.3% | +11.5% | -35.9% | -32.1% |
| 6M | -39.3% | +8.9% | -48.2% | -45.8% |
| YTD | +99.4% | +3.4% | +96.0% | +82.2% |
| 1Y | +26.6% | +7.2% | +19.4% | +11.9% |
| 3Y | +1,616.9% | +43.3% | +1,573.6% | +1,013.7% |
| 5Y | +441.4% | -31.4% | +472.8% | +611.5% |
| All | +593.0% | +11.0% | +581.9% | +387.2% |
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 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