+5.7%
DIS vs BG
+8.1%
-2.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | +0.6% | +3.4% | -2.8% | +0.8% |
| 30D | +10.3% | -3.8% | +14.1% | +10.0% |
| 3M | +15.6% | -9.6% | +25.1% | +14.8% |
| 6M | +15.1% | -19.5% | +34.7% | +13.1% |
| YTD | +6.0% | +14.6% | -8.6% | -0.7% |
| 1Y | +5.7% | +6.6% | -1.0% | +0.5% |
| All | +5.7% | +8.1% | -2.4% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling