-41.5%
DIS vs BG
+84.8%
-126.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.9% |
| 7D | -1.1% | +2.4% | -3.4% | -1.5% |
| 30D | +0.1% | +15.0% | -14.9% | -2.2% |
| 3M | +7.1% | -0.7% | +7.7% | +6.9% |
| 6M | +4.3% | +7.5% | -3.2% | +2.2% |
| YTD | -6.9% | +41.6% | -48.6% | -13.9% |
| 1Y | -10.3% | +50.7% | -61.0% | -18.4% |
| 3Y | +32.8% | +20.3% | +12.5% | +25.1% |
| 5Y | -41.5% | +85.2% | -126.7% | -54.1% |
| All | -41.5% | +84.8% | -126.2% | -54.1% |
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