-29.8%
DIS vs BG
+25.1%
-54.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.7% |
| 7D | +5.3% | +7.4% | -2.1% | +4.2% |
| 30D | +10.2% | -1.5% | +11.8% | +10.4% |
| 3M | +13.5% | -6.1% | +19.6% | +14.3% |
| 6M | +11.1% | -18.0% | +29.1% | +14.0% |
| YTD | +5.5% | +15.6% | -10.1% | +0.6% |
| 1Y | +9.1% | +9.6% | -0.4% | +5.2% |
| 3Y | +36.0% | +6.3% | +29.7% | +29.7% |
| 5Y | -29.8% | +24.6% | -54.4% | -38.6% |
| All | -29.8% | +25.1% | -54.9% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling