+43.9%
DIS vs BA
-11.9%
+55.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -0.9% |
| 7D | +5.7% | -0.1% | +5.8% | +5.7% |
| 30D | +12.7% | -9.1% | +21.8% | +14.6% |
| 3M | +15.2% | -28.2% | +43.4% | +22.9% |
| 6M | +17.6% | -23.1% | +40.7% | +23.2% |
| YTD | +3.8% | -20.6% | +24.4% | +7.6% |
| 1Y | +6.8% | -12.7% | +19.5% | +8.3% |
| All | +43.9% | -11.9% | +55.8% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling