-31.3%
DIS vs BTDR
-35.9%
+4.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.2% |
| 7D | +4.4% | -7.4% | +11.8% | +4.6% |
| 30D | +10.3% | -33.4% | +43.8% | +11.7% |
| 3M | +15.5% | -26.3% | +41.8% | +16.2% |
| 6M | +11.2% | -52.4% | +63.6% | +13.0% |
| YTD | +5.6% | -42.8% | +48.4% | +5.7% |
| 1Y | +7.7% | -63.7% | +71.4% | +9.6% |
| 3Y | +39.3% | +61.5% | -22.2% | +34.4% |
| 5Y | -29.5% | -35.6% | +6.1% | -33.7% |
| All | -31.3% | -35.9% | +4.6% | -35.5% |
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