-41.1%
DIS vs BAX
-65.4%
+24.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | -2.6% | -1.1% | -1.4% | -2.3% |
| 30D | +3.5% | -5.5% | +8.9% | +5.0% |
| 3M | +6.8% | +33.5% | -26.7% | -1.5% |
| 6M | +3.0% | +35.9% | -32.9% | -5.9% |
| YTD | -6.7% | +35.4% | -42.1% | -15.0% |
| 1Y | -10.1% | +9.8% | -19.8% | -14.2% |
| 3Y | +33.0% | -32.7% | +65.8% | +42.1% |
| All | -41.1% | -65.4% | +24.3% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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