+22.3%
DIS vs DLR
+168.0%
-145.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -3.5% | +2.9% | -6.4% | -4.2% |
| 30D | +1.0% | -1.2% | +2.1% | +1.2% |
| 3M | +5.7% | +2.9% | +2.8% | +4.4% |
| 6M | +3.3% | +6.7% | -3.4% | +1.0% |
| YTD | -7.7% | +23.9% | -31.6% | -13.4% |
| 1Y | -10.0% | +18.6% | -28.6% | -14.8% |
| 3Y | +31.7% | +59.7% | -28.0% | +13.3% |
| 5Y | -42.2% | +42.1% | -84.3% | -50.2% |
| 10Y | +22.3% | +176.7% | -154.4% | -7.0% |
| All | +22.3% | +168.0% | -145.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded DLR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling