-10.1%
DIS vs BTDR
-4.8%
-5.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.7% | -1.9% |
| 7D | -2.6% | +20.0% | -22.5% | -3.3% |
| 30D | +3.5% | +11.9% | -8.4% | +2.8% |
| 3M | +6.8% | -36.9% | +43.8% | +9.2% |
| 6M | +3.0% | +56.5% | -53.5% | -0.3% |
| YTD | -6.7% | +10.4% | -17.2% | -8.9% |
| 1Y | -10.1% | +3.1% | -13.2% | -12.4% |
| All | -10.1% | -4.8% | -5.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling