-22.7%
DIS vs BTG
+36.5%
-59.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | +10.3% | -1.1% | +11.4% | +10.2% |
| 3M | +15.6% | +2.5% | +13.0% | +14.8% |
| 6M | +15.1% | -3.1% | +18.2% | +14.6% |
| YTD | +6.0% | +16.3% | -10.3% | +2.8% |
| 1Y | +5.7% | +27.6% | -21.9% | +1.5% |
| 3Y | +39.8% | +89.5% | -49.7% | +24.1% |
| All | -22.7% | +36.5% | -59.2% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling