+31.9%
DIS vs BB
+21.8%
+10.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | +1.9% | +1.8% | +0.1% | +1.7% |
| 30D | +9.2% | +8.1% | +1.0% | +7.8% |
| 3M | +13.5% | -1.0% | +14.5% | +12.8% |
| 6M | +14.3% | +45.9% | -31.6% | +6.3% |
| YTD | +5.4% | +134.8% | -129.5% | -8.2% |
| 1Y | +12.2% | +104.6% | -92.4% | -0.8% |
| 3Y | +37.2% | +152.8% | -115.6% | +13.8% |
| 5Y | -23.1% | -17.4% | -5.7% | -29.8% |
| All | +31.9% | +21.8% | +10.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling