+7.2%
DIS vs DT
-8.7%
+15.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +5.2% | -24.7% | +29.9% | +6.1% |
| 30D | +11.5% | -27.4% | +38.8% | +12.6% |
| 3M | +11.5% | -11.1% | +22.6% | +11.4% |
| 6M | +8.9% | +13.7% | -4.8% | +7.4% |
| YTD | +3.4% | +0.2% | +3.2% | +2.0% |
| 1Y | +7.2% | -5.7% | +12.9% | +6.4% |
| All | +7.2% | -8.7% | +15.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling