-22.5%
DIS vs DG
-35.8%
+13.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | +9.2% | +3.2% | +5.9% | +8.7% |
| 3M | +13.5% | +10.4% | +3.1% | +12.1% |
| 6M | +14.3% | +33.2% | -18.9% | +10.8% |
| YTD | +5.4% | +3.0% | +2.4% | +4.4% |
| 1Y | +12.2% | +31.2% | -19.1% | +8.6% |
| 3Y | +37.2% | +21.8% | +15.4% | +30.4% |
| All | -22.5% | -35.8% | +13.3% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling