+36.3%
DIS vs DAR
+269.9%
-233.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +4.4% | -3.8% | +8.2% | +5.4% |
| 30D | +10.3% | -14.4% | +24.7% | +14.8% |
| 3M | +15.5% | -17.9% | +33.5% | +21.1% |
| 6M | +11.2% | -18.3% | +29.5% | +16.0% |
| YTD | +5.6% | +43.2% | -37.7% | -7.4% |
| 1Y | +7.7% | +57.7% | -50.0% | -8.4% |
| 3Y | +39.3% | +22.7% | +16.6% | +20.8% |
| 5Y | -29.5% | -34.0% | +4.5% | -26.6% |
| 10Y | +36.3% | +279.5% | -243.2% | -21.2% |
| All | +36.3% | +269.9% | -233.7% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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