+22.3%
DIS vs DTE
+136.5%
-114.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.4% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +1.0% | -0.5% | +1.5% | +1.2% |
| 3M | +5.7% | -6.0% | +11.7% | +8.6% |
| 6M | +3.3% | -7.2% | +10.5% | +6.4% |
| YTD | -7.7% | +7.2% | -14.9% | -11.2% |
| 1Y | -10.0% | +4.1% | -14.0% | -12.2% |
| 3Y | +31.7% | +46.9% | -15.2% | +7.1% |
| 5Y | -42.2% | +32.9% | -75.1% | -51.3% |
| 10Y | +22.3% | +144.5% | -122.1% | -16.3% |
| All | +22.3% | +136.5% | -114.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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