+32.3%
DIS vs BKR
+69.4%
-37.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.7% | +8.2% | +2.9% |
| 7D | -1.3% | -6.7% | +5.4% | 0.0% |
| 30D | +2.2% | -8.3% | +10.6% | +3.9% |
| 3M | +8.1% | -5.4% | +13.5% | +9.1% |
| 6M | +5.2% | +0.8% | +4.4% | +3.7% |
| YTD | -6.3% | +31.8% | -38.1% | -14.3% |
| 1Y | -7.3% | +28.6% | -35.9% | -15.1% |
| All | +32.3% | +69.4% | -37.2% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling