+23.4%
DIS vs DLR
+168.6%
-145.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.1% | +3.4% | -4.5% | -2.0% |
| 30D | +0.1% | -2.2% | +2.4% | +0.6% |
| 3M | +7.1% | +4.7% | +2.3% | +5.3% |
| 6M | +4.3% | +9.0% | -4.7% | +1.4% |
| YTD | -6.9% | +24.1% | -31.1% | -12.7% |
| 1Y | -10.3% | +20.9% | -31.3% | -15.6% |
| 3Y | +32.8% | +60.0% | -27.2% | +14.2% |
| 5Y | -41.5% | +35.3% | -76.8% | -49.1% |
| All | +23.4% | +168.6% | -145.2% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling