-41.1%
DIS vs BEN
+39.3%
-80.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -3.2% |
| 7D | -2.6% | +0.2% | -2.8% | -2.8% |
| 30D | +3.5% | -0.5% | +4.0% | +3.6% |
| 3M | +6.8% | +9.7% | -2.9% | +2.0% |
| 6M | +3.0% | +33.9% | -30.9% | -10.5% |
| YTD | -6.7% | +49.0% | -55.7% | -23.0% |
| 1Y | -10.1% | +42.1% | -52.2% | -24.3% |
| 3Y | +33.0% | +51.9% | -18.8% | +4.6% |
| All | -41.1% | +39.3% | -80.4% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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