+1,628.0%
DIS vs BAX
+898.9%
+729.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +5.2% | +12.1% | -6.9% | +1.9% |
| 30D | +11.5% | +7.6% | +3.9% | +8.9% |
| 3M | +11.5% | -4.5% | +16.0% | +12.6% |
| 6M | +8.9% | +52.0% | -43.2% | -4.2% |
| YTD | +3.4% | +35.1% | -31.7% | -6.7% |
| 1Y | +7.2% | +43.7% | -36.5% | -5.0% |
| 3Y | +43.3% | -20.9% | +64.3% | +45.6% |
| 5Y | -31.4% | -63.5% | +32.1% | -14.8% |
| 10Y | +37.1% | -36.0% | +73.1% | +43.2% |
| All | +1,628.0% | +898.9% | +729.2% | +697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling