+22.3%
DIS vs BG
+160.3%
-138.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -3.5% | +0.5% | -4.0% | -3.7% |
| 30D | +1.0% | +10.3% | -9.4% | -1.6% |
| 3M | +5.7% | -1.9% | +7.6% | +5.7% |
| 6M | +3.3% | +5.2% | -2.0% | +0.8% |
| YTD | -7.7% | +41.2% | -48.9% | -17.1% |
| 1Y | -10.0% | +50.5% | -60.5% | -20.9% |
| 3Y | +31.7% | +19.9% | +11.8% | +21.3% |
| 5Y | -42.2% | +86.7% | -128.9% | -55.0% |
| 10Y | +22.3% | +167.5% | -145.1% | -22.4% |
| All | +22.3% | +160.3% | -138.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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