+32.9%
DIS vs B
+203.3%
-170.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +0.6% | -2.7% | +3.3% | +0.8% |
| 30D | +10.3% | -4.3% | +14.6% | +10.6% |
| 3M | +15.6% | -2.3% | +17.9% | +15.6% |
| 6M | +15.1% | -16.2% | +31.4% | +16.6% |
| YTD | +6.0% | -8.8% | +14.8% | +5.9% |
| 1Y | +5.7% | +11.4% | -5.7% | +3.6% |
| 3Y | +39.8% | +174.3% | -134.5% | +23.4% |
| 5Y | -23.9% | +116.2% | -140.0% | -32.1% |
| 10Y | +32.9% | +222.7% | -189.8% | +15.4% |
| All | +32.9% | +203.3% | -170.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling