-7.4%
T vs DIS
+8.8%
-16.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +2.6% | +4.4% | -1.8% | +1.9% |
| 30D | -1.1% | +10.3% | -11.4% | -2.4% |
| 3M | -7.7% | +15.5% | -23.3% | -9.4% |
| 6M | -10.6% | +11.2% | -21.8% | -12.8% |
| YTD | -7.5% | +5.6% | -13.0% | -8.7% |
| 1Y | -7.4% | +7.7% | -15.2% | -8.7% |
| All | -7.4% | +8.8% | -16.2% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling