+1,628.0%
DIS vs DD
+1,082.4%
+545.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +5.2% | +4.6% | +0.6% | +3.2% |
| 30D | +11.5% | +11.8% | -0.3% | +6.6% |
| 3M | +11.5% | +2.2% | +9.4% | +10.2% |
| 6M | +8.9% | -1.6% | +10.5% | +8.6% |
| YTD | +3.4% | +23.0% | -19.6% | -5.9% |
| 1Y | +7.2% | +26.9% | -19.7% | -3.7% |
| 3Y | +43.3% | +77.9% | -34.6% | +10.4% |
| 5Y | -31.4% | +59.9% | -91.3% | -45.6% |
| 10Y | +37.1% | +90.1% | -53.0% | -4.9% |
| All | +1,628.0% | +1,082.4% | +545.7% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling