+1,579.9%
T vs DIS
+1,682.0%
-102.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.0% | +5.2% | -4.2% | -0.5% |
| 30D | -10.6% | +11.5% | -22.1% | -13.4% |
| 3M | -7.7% | +11.5% | -19.3% | -10.7% |
| 6M | -13.3% | +8.9% | -22.2% | -15.6% |
| YTD | -8.8% | +3.4% | -12.2% | -10.4% |
| 1Y | -8.4% | +7.2% | -15.6% | -11.2% |
| 3Y | +59.6% | +43.3% | +16.3% | +38.5% |
| 5Y | +52.1% | -31.4% | +83.5% | +60.9% |
| 10Y | +56.9% | +37.1% | +19.8% | +30.5% |
| All | +1,579.9% | +1,682.0% | -102.2% | +504.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling