+314.4%
DIS vs DG
+606.1%
-291.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | -2.6% | +8.4% | -11.0% | -4.0% |
| 30D | +3.5% | +4.9% | -1.5% | +2.6% |
| 3M | +6.8% | +29.3% | -22.5% | +2.1% |
| 6M | +3.0% | -11.3% | +14.2% | +4.6% |
| YTD | -6.7% | +1.8% | -8.5% | -7.5% |
| 1Y | -10.1% | +25.3% | -35.4% | -14.3% |
| 3Y | +33.0% | +9.1% | +24.0% | +25.6% |
| 5Y | -40.0% | -34.9% | -5.1% | -37.1% |
| 10Y | +21.1% | +108.2% | -87.1% | -3.9% |
| All | +314.4% | +606.1% | -291.7% | +142.5% |
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 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