+12.2%
DIS vs DD
+27.9%
-15.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +1.9% | +5.0% | -3.1% | +0.8% |
| 30D | +9.2% | +19.7% | -10.5% | +4.8% |
| 3M | +13.5% | +7.2% | +6.3% | +11.8% |
| 6M | +14.3% | +1.0% | +13.2% | +14.1% |
| YTD | +5.4% | +29.1% | -23.7% | -2.6% |
| 1Y | +12.2% | +28.5% | -16.3% | +3.7% |
| All | +12.2% | +27.9% | -15.7% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling