+67.7%
T vs DIS
-40.0%
+107.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | -1.3% | -2.6% | +1.3% | -0.8% |
| 30D | +11.4% | +3.5% | +7.9% | +10.7% |
| 3M | +14.3% | +6.8% | +7.5% | +12.9% |
| 6M | -9.3% | +3.0% | -12.2% | -9.9% |
| YTD | +7.1% | -6.7% | +13.8% | +8.1% |
| 1Y | -9.1% | -10.1% | +1.0% | -7.8% |
| 3Y | +105.3% | +33.0% | +72.3% | +86.5% |
| All | +67.7% | -40.0% | +107.7% | +84.6% |
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