-31.2%
DIS vs B
+143.5%
-174.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +5.7% | +4.3% | +1.4% | +5.1% |
| 30D | +12.7% | -0.9% | +13.6% | +12.7% |
| 3M | +15.2% | -1.4% | +16.5% | +15.0% |
| 6M | +17.6% | +5.0% | +12.5% | +16.0% |
| YTD | +3.8% | -5.8% | +9.7% | +3.3% |
| 1Y | +6.8% | +25.6% | -18.8% | +2.5% |
| 3Y | +42.1% | +161.6% | -119.5% | +19.7% |
| 5Y | -31.2% | +135.2% | -166.4% | -42.7% |
| All | -31.2% | +143.5% | -174.7% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling