+297.4%
DIS vs BTG
+392.0%
-94.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -2.6% | -0.9% | -1.7% | -2.6% |
| 30D | +3.5% | +36.8% | -33.3% | +2.0% |
| 3M | +6.8% | +23.1% | -16.3% | +5.7% |
| 6M | +3.0% | +3.5% | -0.5% | +2.5% |
| YTD | -6.7% | +25.5% | -32.2% | -8.0% |
| 1Y | -10.1% | +40.1% | -50.2% | -11.9% |
| 3Y | +33.0% | +101.1% | -68.1% | +27.7% |
| 5Y | -40.0% | +70.6% | -110.6% | -42.3% |
| 10Y | +21.1% | +152.1% | -131.1% | +13.8% |
| All | +297.4% | +392.0% | -94.7% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling