+34.2%
DIS vs D
+42.6%
-8.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +5.2% | +3.0% | +2.3% | +4.3% |
| 30D | +11.5% | +11.5% | 0.0% | +7.7% |
| 3M | +11.5% | +3.7% | +7.8% | +10.1% |
| 6M | +8.9% | +13.5% | -4.7% | +4.1% |
| YTD | +3.4% | +20.7% | -17.3% | -3.4% |
| 1Y | +7.2% | +18.2% | -11.0% | +0.7% |
| 3Y | +43.3% | +73.3% | -30.0% | +16.1% |
| 5Y | -31.4% | +12.3% | -43.7% | -35.6% |
| All | +34.2% | +42.6% | -8.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling