-42.2%
DIS vs BTG
+75.0%
-117.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | -3.5% | +2.4% | -5.9% | -3.8% |
| 30D | +1.0% | +9.5% | -8.5% | 0.0% |
| 3M | +5.7% | +38.5% | -32.8% | +1.9% |
| 6M | +3.3% | +5.6% | -2.4% | +1.8% |
| YTD | -7.7% | +23.9% | -31.7% | -10.7% |
| 1Y | -10.0% | +32.1% | -42.1% | -14.0% |
| 3Y | +31.7% | +103.2% | -71.5% | +16.9% |
| 5Y | -42.2% | +79.7% | -121.9% | -48.3% |
| All | -42.2% | +75.0% | -117.2% | -48.3% |
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