+8.3%
DIS vs BA
-12.3%
+20.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.0% | +3.9% |
| 7D | +9.1% | +5.9% | +3.2% | +8.3% |
| 30D | +14.8% | -8.2% | +23.0% | +15.9% |
| 3M | +21.2% | -25.4% | +46.5% | +26.3% |
| 6M | +18.3% | -20.0% | +38.3% | +21.3% |
| YTD | +5.4% | -18.5% | +23.8% | +7.5% |
| 1Y | +8.3% | -10.6% | +18.9% | +10.4% |
| All | +8.3% | -12.3% | +20.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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