+435.2%
DIS vs DLR
+3,595.6%
-3,160.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.6% | +1.6% | -4.2% | -3.1% |
| 30D | +3.5% | -3.4% | +6.8% | +4.5% |
| 3M | +6.8% | +0.5% | +6.3% | +6.0% |
| 6M | +3.0% | +4.6% | -1.6% | +0.9% |
| YTD | -6.7% | +23.4% | -30.1% | -13.4% |
| 1Y | -10.1% | +19.0% | -29.1% | -15.9% |
| 3Y | +33.0% | +56.5% | -23.5% | +12.1% |
| 5Y | -40.0% | +33.3% | -73.3% | -47.9% |
| 10Y | +21.1% | +165.1% | -144.1% | -20.3% |
| All | +435.2% | +3,595.6% | -3,160.5% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling