+43.3%
DIS vs DT
-9.2%
+52.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +5.2% | -24.7% | +29.9% | +8.7% |
| 30D | +11.5% | -27.4% | +38.8% | +15.5% |
| 3M | +11.5% | -11.1% | +22.6% | +12.2% |
| 6M | +8.9% | +13.7% | -4.8% | +5.1% |
| YTD | +3.4% | +0.2% | +3.2% | +1.8% |
| 1Y | +7.2% | -5.7% | +12.9% | +6.7% |
| 3Y | +43.3% | -8.1% | +51.4% | +41.8% |
| All | +43.3% | -9.2% | +52.5% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling