+32.9%
DIS vs DE
+790.2%
-757.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +0.6% | +2.3% | -1.7% | -0.3% |
| 30D | +10.3% | +9.3% | +0.9% | +6.5% |
| 3M | +15.6% | +12.2% | +3.4% | +9.8% |
| 6M | +15.1% | +18.1% | -2.9% | +6.4% |
| YTD | +6.0% | +49.8% | -43.8% | -12.3% |
| 1Y | +5.7% | +46.4% | -40.7% | -11.8% |
| 3Y | +39.8% | +92.5% | -52.7% | +1.7% |
| 5Y | -23.9% | +107.4% | -131.3% | -48.2% |
| 10Y | +32.9% | +784.1% | -751.1% | -46.8% |
| All | +32.9% | +790.2% | -757.3% | -46.8% |
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