+2.8%
DIS vs BB
+100.9%
-98.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.2% |
| 7D | +0.9% | +9.0% | -8.1% | +0.9% |
| 30D | +8.9% | +7.7% | +1.2% | +8.8% |
| 3M | +14.5% | +4.0% | +10.6% | +14.6% |
| 6M | +12.2% | +46.6% | -34.4% | +5.5% |
| YTD | +4.7% | +140.6% | -135.9% | -9.9% |
| 1Y | +2.8% | +103.1% | -100.3% | -9.1% |
| All | +2.8% | +100.9% | -98.1% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling