+57.0%
T vs DIS
-25.4%
+82.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +1.6% | +0.9% | +0.8% | +1.5% |
| 30D | -2.9% | +8.9% | -11.8% | -4.4% |
| 3M | -7.5% | +14.5% | -22.0% | -9.8% |
| 6M | -9.9% | +12.2% | -22.1% | -11.9% |
| YTD | -6.4% | +4.7% | -11.2% | -7.6% |
| 1Y | -9.4% | +2.8% | -12.2% | -10.3% |
| 3Y | +64.9% | +38.1% | +26.7% | +50.2% |
| 5Y | +57.0% | -23.6% | +80.6% | +66.6% |
| All | +57.0% | -25.4% | +82.4% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling