+31.9%
DIS vs BBY
+288.1%
-256.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +1.9% | +4.5% | -2.6% | +0.5% |
| 30D | +9.2% | +16.8% | -7.6% | +4.0% |
| 3M | +13.5% | +23.2% | -9.7% | +6.2% |
| 6M | +14.3% | +91.9% | -77.7% | -7.4% |
| YTD | +5.4% | +61.6% | -56.3% | -10.5% |
| 1Y | +12.2% | +43.9% | -31.7% | -1.4% |
| 3Y | +37.2% | +88.6% | -51.5% | +7.1% |
| 5Y | -23.1% | -3.1% | -20.0% | -29.1% |
| All | +31.9% | +288.1% | -256.3% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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