+490.7%
DIS vs BG
+937.2%
-446.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.9% | +1.5% | -0.6% | +0.5% |
| 30D | +8.9% | -7.0% | +15.9% | +11.0% |
| 3M | +14.5% | -10.0% | +24.5% | +17.4% |
| 6M | +12.2% | -19.8% | +32.0% | +18.0% |
| YTD | +4.7% | +14.3% | -9.6% | -1.0% |
| 1Y | +2.8% | +6.5% | -3.7% | -0.9% |
| 3Y | +38.1% | +4.4% | +33.8% | +31.1% |
| 5Y | -23.6% | +20.2% | -43.8% | -32.1% |
| 10Y | +31.4% | +108.5% | -77.2% | -6.3% |
| All | +490.7% | +937.2% | -446.5% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling