+22.7%
DIS vs BKR
+126.6%
-103.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.7% | +8.2% | +3.4% |
| 7D | -1.3% | -6.7% | +5.4% | +0.6% |
| 30D | +2.2% | -8.3% | +10.6% | +4.6% |
| 3M | +8.1% | -5.4% | +13.5% | +9.3% |
| 6M | +5.2% | +0.8% | +4.4% | +3.6% |
| YTD | -6.3% | +31.8% | -38.1% | -15.1% |
| 1Y | -7.3% | +28.6% | -35.9% | -15.7% |
| 3Y | +33.8% | +71.2% | -37.4% | +9.3% |
| 5Y | -40.7% | +179.2% | -220.0% | -60.1% |
| All | +22.7% | +126.6% | -103.9% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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