+36.3%
DIS vs BB
+28.9%
+7.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +4.4% | +11.6% | -7.2% | +3.1% |
| 30D | +10.3% | +2.6% | +7.7% | +9.6% |
| 3M | +15.5% | +3.5% | +12.0% | +14.2% |
| 6M | +11.2% | +43.5% | -32.3% | +3.8% |
| YTD | +5.6% | +141.2% | -135.6% | -8.3% |
| 1Y | +7.7% | +97.4% | -89.7% | -4.2% |
| 3Y | +39.3% | +151.1% | -111.8% | +15.7% |
| 5Y | -29.5% | -12.8% | -16.7% | -36.0% |
| 10Y | +36.3% | +27.5% | +8.8% | -4.0% |
| All | +36.3% | +28.9% | +7.3% | -4.0% |
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