+21.9%
DIS vs D
+35.0%
-13.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | +3.5% | -3.6% | +7.0% | +4.6% |
| 3M | +6.8% | -1.0% | +7.8% | +7.1% |
| 6M | +3.0% | +6.3% | -3.3% | +0.5% |
| YTD | -6.7% | +14.7% | -21.4% | -11.4% |
| 1Y | -10.1% | +16.9% | -27.0% | -15.3% |
| 3Y | +33.0% | +56.8% | -23.8% | +11.3% |
| 5Y | -40.0% | +5.2% | -45.2% | -42.4% |
| All | +21.9% | +35.0% | -13.2% | +10.6% |
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