-40.0%
DIS vs BTDR
+23.3%
-63.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | -0.7% |
| 7D | -3.5% | +14.8% | -18.3% | -4.1% |
| 30D | +1.0% | +41.8% | -40.8% | -0.6% |
| 3M | +5.7% | -29.2% | +34.9% | +6.6% |
| 6M | +3.3% | +66.2% | -62.9% | -0.1% |
| YTD | -7.7% | +10.0% | -17.7% | -9.5% |
| 1Y | -10.0% | -11.0% | +1.0% | -11.8% |
| 3Y | +31.7% | +6.9% | +24.8% | +24.9% |
| 5Y | -42.2% | +24.7% | -66.9% | -46.9% |
| All | -40.0% | +23.3% | -63.3% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling