-31.2%
DIS vs D
+14.9%
-46.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +5.7% | +6.9% | -1.3% | +3.8% |
| 30D | +12.7% | +12.3% | +0.4% | +9.3% |
| 3M | +15.2% | +3.0% | +12.2% | +14.2% |
| 6M | +17.6% | +12.8% | +4.8% | +13.4% |
| YTD | +3.8% | +22.6% | -18.7% | -2.4% |
| 1Y | +6.8% | +21.7% | -14.9% | +0.5% |
| 3Y | +42.1% | +83.9% | -41.8% | +15.2% |
| 5Y | -31.2% | +14.0% | -45.1% | -32.9% |
| All | -31.2% | +14.9% | -46.1% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling