+43.3%
DIS vs DG
+19.3%
+24.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.2% |
| 7D | +5.2% | +1.1% | +4.1% | +5.1% |
| 30D | +11.5% | +9.5% | +2.0% | +10.8% |
| 3M | +11.5% | +5.5% | +6.1% | +11.1% |
| 6M | +8.9% | +16.1% | -7.2% | +7.9% |
| YTD | +3.4% | +2.7% | +0.7% | +2.7% |
| 1Y | +7.2% | +42.1% | -34.9% | +6.3% |
| 3Y | +43.3% | +19.3% | +24.1% | +44.2% |
| All | +43.3% | +19.3% | +24.0% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling