-31.9%
DIS vs DD
+58.5%
-90.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +5.2% | +4.6% | +0.6% | +3.1% |
| 30D | +11.5% | +11.8% | -0.3% | +6.2% |
| 3M | +11.5% | +2.2% | +9.4% | +10.1% |
| 6M | +8.9% | -1.6% | +10.5% | +8.7% |
| YTD | +3.4% | +23.0% | -19.6% | -7.2% |
| 1Y | +7.2% | +26.9% | -19.7% | -5.3% |
| 3Y | +43.3% | +77.9% | -34.6% | +3.3% |
| All | -31.9% | +58.5% | -90.4% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling