+374.9%
DIS vs BB
+307.3%
+67.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.0% |
| 7D | +5.2% | +3.8% | +1.4% | +4.7% |
| 30D | +11.5% | -0.3% | +11.8% | +11.1% |
| 3M | +11.5% | -0.5% | +12.0% | +10.7% |
| 6M | +8.9% | +45.9% | -37.0% | +1.2% |
| YTD | +3.4% | +130.6% | -127.2% | -9.8% |
| 1Y | +7.2% | +89.2% | -82.0% | -4.3% |
| 3Y | +43.3% | +137.5% | -94.2% | +19.7% |
| 5Y | -31.4% | -20.9% | -10.5% | -35.8% |
| 10Y | +37.1% | +25.4% | +11.7% | +5.2% |
| All | +374.9% | +307.3% | +67.6% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling