+365.2%
DIS vs DG
+617.0%
-251.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | +0.9% | -2.5% | +3.3% | +1.3% |
| 30D | +8.9% | +7.7% | +1.2% | +7.4% |
| 3M | +14.5% | +13.1% | +1.4% | +11.9% |
| 6M | +12.2% | +32.0% | -19.8% | +6.6% |
| YTD | +4.7% | +3.3% | +1.4% | +3.4% |
| 1Y | +2.8% | +31.7% | -28.8% | -2.9% |
| 3Y | +38.1% | +21.7% | +16.5% | +27.4% |
| 5Y | -23.6% | -34.7% | +11.1% | -19.9% |
| 10Y | +31.4% | +106.7% | -75.4% | +4.5% |
| All | +365.2% | +617.0% | -251.8% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling