+7.2%
DIS vs BA
-12.5%
+19.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +5.2% | +1.1% | +4.2% | +5.1% |
| 30D | +11.5% | -7.9% | +19.4% | +12.5% |
| 3M | +11.5% | -25.3% | +36.9% | +16.2% |
| 6M | +8.9% | -24.6% | +33.5% | +12.6% |
| YTD | +3.4% | -20.1% | +23.5% | +5.9% |
| 1Y | +7.2% | -11.8% | +19.0% | +9.7% |
| All | +7.2% | -12.5% | +19.7% | +9.7% |
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