-10.0%
DIS vs DE
+42.9%
-52.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -3.5% | -3.0% | -0.5% | -3.1% |
| 30D | +1.0% | +11.1% | -10.2% | -0.5% |
| 3M | +5.7% | +17.6% | -11.9% | +3.0% |
| 6M | +3.3% | +13.6% | -10.3% | +1.1% |
| YTD | -7.7% | +46.3% | -54.0% | -13.9% |
| 1Y | -10.0% | +44.2% | -54.1% | -15.8% |
| All | -10.0% | +42.9% | -52.8% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling