+1,458.7%
DIS vs DTE
+3,490.8%
-2,032.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -2.6% | +0.2% | -2.7% | -2.7% |
| 30D | +3.5% | -2.6% | +6.1% | +4.7% |
| 3M | +6.8% | -3.9% | +10.7% | +8.6% |
| 6M | +3.0% | -7.9% | +10.9% | +6.4% |
| YTD | -6.7% | +7.2% | -13.9% | -10.2% |
| 1Y | -10.1% | +3.1% | -13.2% | -11.9% |
| 3Y | +33.0% | +47.6% | -14.5% | +8.9% |
| 5Y | -40.0% | +32.7% | -72.7% | -49.0% |
| 10Y | +21.1% | +138.8% | -117.7% | -23.9% |
| All | +1,458.7% | +3,490.8% | -2,032.1% | +229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling