+31.9%
DIS vs D
+48.0%
-16.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.9% | -1.4% | +3.3% | +2.3% |
| 30D | +9.2% | +7.7% | +1.4% | +6.6% |
| 3M | +13.5% | -0.3% | +13.8% | +13.5% |
| 6M | +14.3% | +10.1% | +4.2% | +10.4% |
| YTD | +5.4% | +19.1% | -13.7% | -1.1% |
| 1Y | +12.2% | +15.9% | -3.7% | +6.0% |
| 3Y | +37.2% | +75.0% | -37.8% | +10.6% |
| 5Y | -23.1% | +13.4% | -36.5% | -28.1% |
| All | +31.9% | +48.0% | -16.1% | +18.8% |
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