-41.1%
DIS vs BB
-30.6%
-10.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | -5.6% | +3.1% | -1.7% |
| 30D | +3.5% | -11.8% | +15.3% | +5.3% |
| 3M | +6.8% | -25.5% | +32.4% | +10.1% |
| 6M | +3.0% | +121.3% | -118.3% | -14.9% |
| YTD | -6.7% | +103.2% | -109.9% | -21.7% |
| 1Y | -10.1% | +102.6% | -112.7% | -25.1% |
| 3Y | +33.0% | +37.5% | -4.5% | +15.1% |
| All | -41.1% | -30.6% | -10.5% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling