+32.9%
DIS vs DTE
+151.0%
-118.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +0.6% | +1.6% | -1.0% | -0.1% |
| 30D | +10.3% | +9.1% | +1.2% | +6.0% |
| 3M | +15.6% | +2.4% | +13.2% | +14.2% |
| 6M | +15.1% | -0.2% | +15.4% | +14.9% |
| YTD | +6.0% | +11.0% | -5.1% | +0.2% |
| 1Y | +5.7% | +3.4% | +2.3% | +3.3% |
| 3Y | +39.8% | +57.1% | -17.3% | +9.9% |
| 5Y | -23.9% | +46.6% | -70.4% | -39.1% |
| 10Y | +32.9% | +151.3% | -118.3% | -8.8% |
| All | +32.9% | +151.0% | -118.1% | -8.8% |
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