+53.4%
T vs DIS
-32.6%
+86.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.0% | +5.2% | -4.2% | +0.1% |
| 30D | -10.6% | +11.5% | -22.1% | -12.3% |
| 3M | -7.7% | +11.5% | -19.3% | -9.6% |
| 6M | -13.3% | +8.9% | -22.2% | -14.8% |
| YTD | -8.8% | +3.4% | -12.2% | -9.7% |
| 1Y | -8.4% | +7.2% | -15.6% | -10.0% |
| 3Y | +59.6% | +43.3% | +16.3% | +44.0% |
| All | +53.4% | -32.6% | +86.0% | +63.3% |
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