-41.5%
DIS vs DTE
+35.6%
-77.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | +0.1% | -1.9% | +2.0% | +0.7% |
| 3M | +7.1% | -3.3% | +10.4% | +8.1% |
| 6M | +4.3% | -7.1% | +11.4% | +6.5% |
| YTD | -6.9% | +8.1% | -15.1% | -9.7% |
| 1Y | -10.3% | +5.3% | -15.6% | -12.2% |
| 3Y | +32.8% | +48.2% | -15.3% | +15.1% |
| 5Y | -41.5% | +33.2% | -74.7% | -47.6% |
| All | -41.5% | +35.6% | -77.1% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling