+1,594.6%
T vs DIS
+1,689.2%
-94.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.4% |
| 7D | +4.3% | +5.7% | -1.4% | +2.6% |
| 30D | -9.7% | +12.7% | -22.4% | -12.7% |
| 3M | -4.3% | +15.2% | -19.5% | -8.2% |
| 6M | -13.7% | +17.6% | -31.2% | -17.9% |
| YTD | -8.0% | +3.8% | -11.8% | -9.7% |
| 1Y | -6.9% | +6.8% | -13.7% | -9.6% |
| 3Y | +59.7% | +42.1% | +17.6% | +38.9% |
| 5Y | +53.4% | -31.2% | +84.6% | +62.1% |
| 10Y | +58.2% | +37.6% | +20.6% | +31.5% |
| All | +1,594.6% | +1,689.2% | -94.6% | +508.7% |
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 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