+32.8%
DIS vs BTG
+101.2%
-68.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | -0.1% |
| 7D | -1.1% | +4.8% | -5.9% | -1.4% |
| 30D | +0.1% | +8.3% | -8.2% | -0.4% |
| 3M | +7.1% | +32.3% | -25.2% | +5.0% |
| 6M | +4.3% | +3.0% | +1.3% | +3.4% |
| YTD | -6.9% | +21.9% | -28.9% | -8.4% |
| 1Y | -10.3% | +28.2% | -38.5% | -12.2% |
| 3Y | +32.8% | +99.9% | -67.1% | +25.0% |
| All | +32.8% | +101.2% | -68.4% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling