-7.3%
DIS vs BTG
+27.7%
-35.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.8% |
| 7D | -1.3% | -5.5% | +4.2% | -0.8% |
| 30D | +2.2% | +6.1% | -3.9% | +1.6% |
| 3M | +8.1% | +38.6% | -30.5% | +4.9% |
| 6M | +5.2% | +0.7% | +4.6% | +4.2% |
| YTD | -6.3% | +20.3% | -26.6% | -7.7% |
| 1Y | -7.3% | +25.0% | -32.3% | -9.8% |
| All | -7.3% | +27.7% | -35.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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