+1,660.6%
DIS vs D
+2,492.7%
-832.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.3% | +2.4% |
| 7D | +9.1% | +8.5% | +0.6% | +5.6% |
| 30D | +14.8% | +14.3% | +0.5% | +8.9% |
| 3M | +21.2% | +1.8% | +19.4% | +20.1% |
| 6M | +18.3% | +13.0% | +5.3% | +12.0% |
| YTD | +5.4% | +22.7% | -17.4% | -3.7% |
| 1Y | +8.3% | +22.6% | -14.4% | -1.2% |
| 3Y | +44.2% | +84.2% | -40.0% | +9.1% |
| 5Y | -28.0% | +15.8% | -43.7% | -34.8% |
| 10Y | +39.6% | +45.8% | -6.2% | +9.6% |
| All | +1,660.6% | +2,492.7% | -832.1% | +325.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling