-41.1%
DIS vs DT
-27.0%
-14.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -2.6% | -3.3% | +0.7% | -1.9% |
| 30D | +3.5% | +2.0% | +1.4% | +2.7% |
| 3M | +6.8% | +20.0% | -13.2% | +1.6% |
| 6M | +3.0% | +39.3% | -36.3% | -6.6% |
| YTD | -6.7% | +19.8% | -26.5% | -12.3% |
| 1Y | -10.1% | +4.3% | -14.4% | -12.4% |
| 3Y | +33.0% | +7.7% | +25.3% | +25.0% |
| All | -41.1% | -27.0% | -14.1% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling