+32.8%
DIS vs DTE
+48.7%
-15.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | +0.1% | -1.9% | +2.0% | +0.6% |
| 3M | +7.1% | -3.3% | +10.4% | +7.9% |
| 6M | +4.3% | -7.1% | +11.4% | +6.1% |
| YTD | -6.9% | +8.1% | -15.1% | -9.1% |
| 1Y | -10.3% | +5.3% | -15.6% | -11.7% |
| 3Y | +32.8% | +48.2% | -15.3% | +22.5% |
| All | +32.8% | +48.7% | -15.9% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling