+1,458.7%
DIS vs DE
+14,847.5%
-13,388.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +10.0% | -12.6% | -5.8% |
| 30D | +3.5% | +13.3% | -9.8% | -1.1% |
| 3M | +6.8% | +17.5% | -10.7% | +0.4% |
| 6M | +3.0% | +13.6% | -10.6% | -2.5% |
| YTD | -6.7% | +49.8% | -56.5% | -20.3% |
| 1Y | -10.1% | +47.9% | -57.9% | -23.0% |
| 3Y | +33.0% | +72.5% | -39.5% | +6.5% |
| 5Y | -40.0% | +90.2% | -130.2% | -54.6% |
| 10Y | +21.1% | +865.4% | -844.3% | -49.0% |
| All | +1,458.7% | +14,847.5% | -13,388.8% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling