+1,628.0%
DIS vs ADI
+36,261.2%
-34,633.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +5.2% | -12.8% | +18.1% | +8.4% |
| 30D | +11.5% | -11.3% | +22.8% | +14.2% |
| 3M | +11.5% | -3.4% | +14.9% | +11.7% |
| 6M | +8.9% | -12.0% | +20.9% | +10.4% |
| YTD | +3.4% | +35.3% | -31.8% | -5.6% |
| 1Y | +7.2% | +58.1% | -50.9% | -5.7% |
| 3Y | +43.3% | +127.4% | -84.0% | +14.1% |
| 5Y | -31.4% | +114.6% | -146.0% | -45.0% |
| 10Y | +37.1% | +589.3% | -552.3% | -16.3% |
| All | +1,628.0% | +36,261.2% | -34,633.1% | +337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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