-41.5%
DIS vs BTDR
+28.1%
-69.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.6% | -0.3% |
| 7D | -1.1% | +22.4% | -23.5% | -1.9% |
| 30D | +0.1% | +16.5% | -16.3% | -0.7% |
| 3M | +7.1% | -31.5% | +38.6% | +8.2% |
| 6M | +4.3% | +74.0% | -69.8% | +0.7% |
| YTD | -6.9% | +13.0% | -20.0% | -8.9% |
| 1Y | -10.3% | -0.2% | -10.1% | -12.5% |
| 3Y | +32.8% | +9.9% | +22.9% | +25.8% |
| 5Y | -41.5% | +28.1% | -69.6% | -46.1% |
| All | -41.5% | +28.1% | -69.6% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling