+54.1%
T vs DIS
+40.1%
+14.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.2% |
| 7D | +1.7% | +5.3% | -3.6% | +0.2% |
| 30D | -1.7% | +10.2% | -12.0% | -4.4% |
| 3M | -7.3% | +13.5% | -20.9% | -10.7% |
| 6M | -11.2% | +11.1% | -22.3% | -14.0% |
| YTD | -8.1% | +5.5% | -13.6% | -10.1% |
| 1Y | -8.0% | +9.1% | -17.1% | -11.2% |
| 3Y | +62.1% | +36.0% | +26.1% | +41.8% |
| 5Y | +55.7% | -29.8% | +85.5% | +69.4% |
| 10Y | +54.1% | +36.6% | +17.5% | +20.8% |
| All | +54.1% | +40.1% | +14.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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