+36.3%
DIS vs DE
+783.8%
-747.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +4.4% | +3.3% | +1.1% | +3.1% |
| 30D | +10.3% | +10.7% | -0.4% | +6.0% |
| 3M | +15.5% | +13.1% | +2.4% | +9.4% |
| 6M | +11.2% | +20.2% | -9.0% | +1.9% |
| YTD | +5.6% | +48.9% | -43.3% | -12.4% |
| 1Y | +7.7% | +46.6% | -38.9% | -10.2% |
| 3Y | +39.3% | +91.4% | -52.1% | +1.5% |
| 5Y | -29.5% | +108.1% | -137.7% | -52.2% |
| 10Y | +36.3% | +782.7% | -746.4% | -45.2% |
| All | +36.3% | +783.8% | -747.5% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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