+36.3%
DIS vs DD
+100.9%
-64.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +4.4% | +2.2% | +2.2% | +3.4% |
| 30D | +10.3% | +20.7% | -10.3% | +1.9% |
| 3M | +15.5% | +11.3% | +4.2% | +10.1% |
| 6M | +11.2% | +6.0% | +5.2% | +7.6% |
| YTD | +5.6% | +31.7% | -26.1% | -7.5% |
| 1Y | +7.7% | +32.2% | -24.5% | -5.8% |
| 3Y | +39.3% | +92.7% | -53.4% | +0.4% |
| 5Y | -29.5% | +72.1% | -101.6% | -47.7% |
| 10Y | +36.3% | +99.7% | -63.4% | -15.4% |
| All | +36.3% | +100.9% | -64.7% | -15.4% |
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