+36.6%
DIS vs DAR
+288.2%
-251.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.6% | +0.8% |
| 7D | +5.3% | -2.8% | +8.1% | +6.1% |
| 30D | +10.2% | -12.8% | +23.1% | +14.1% |
| 3M | +13.5% | -11.6% | +25.1% | +16.5% |
| 6M | +11.1% | -16.8% | +27.9% | +15.3% |
| YTD | +5.5% | +45.9% | -40.4% | -7.9% |
| 1Y | +9.1% | +61.5% | -52.4% | -7.8% |
| 3Y | +36.0% | +23.0% | +13.0% | +18.1% |
| 5Y | -29.8% | -35.8% | +6.0% | -26.2% |
| 10Y | +36.6% | +280.4% | -243.8% | -21.3% |
| All | +36.6% | +288.2% | -251.6% | -21.3% |
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