+5.7%
DIS vs B
+13.3%
-7.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +0.6% | -2.7% | +3.3% | +0.9% |
| 30D | +10.3% | -4.3% | +14.6% | +10.6% |
| 3M | +15.6% | -2.3% | +17.9% | +15.4% |
| 6M | +15.1% | -16.2% | +31.4% | +16.7% |
| YTD | +6.0% | -8.8% | +14.8% | +4.0% |
| 1Y | +5.7% | +11.4% | -5.7% | -0.2% |
| All | +5.7% | +13.3% | -7.6% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling