+21.2%
DIS vs DD
+69.4%
-48.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.1% | -0.6% | -0.5% | -0.8% |
| 30D | +0.1% | -7.4% | +7.6% | +3.3% |
| 3M | +7.1% | -6.4% | +13.5% | +9.7% |
| 6M | +4.3% | -2.5% | +6.7% | +4.2% |
| YTD | -6.9% | +10.2% | -17.2% | -12.0% |
| 1Y | -10.3% | +36.9% | -47.3% | -23.1% |
| 3Y | +32.8% | +47.0% | -14.2% | +7.4% |
| 5Y | -41.5% | +63.1% | -104.6% | -55.6% |
| 10Y | +21.2% | +68.2% | -47.0% | -21.1% |
| All | +21.2% | +69.4% | -48.2% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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