-7.4%
T vs DIS
+7.8%
-15.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | -1.0% | +10.3% | -11.3% | -2.3% |
| 3M | -8.1% | +15.6% | -23.7% | -9.7% |
| 6M | -8.3% | +15.1% | -23.4% | -10.4% |
| YTD | -6.1% | +6.0% | -12.1% | -7.5% |
| 1Y | -7.4% | +5.7% | -13.1% | -8.7% |
| All | -7.4% | +7.8% | -15.1% | -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