+1,455.0%
DIS vs BKR
+575.7%
+879.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +0.1% | +3.9% | -3.7% | -0.8% |
| 3M | +7.1% | -1.1% | +8.1% | +7.0% |
| 6M | +4.3% | +7.6% | -3.4% | +1.7% |
| YTD | -6.9% | +41.9% | -48.8% | -14.9% |
| 1Y | -10.3% | +42.2% | -52.6% | -18.4% |
| 3Y | +32.8% | +84.3% | -51.4% | +12.5% |
| 5Y | -41.5% | +215.7% | -257.2% | -57.2% |
| 10Y | +21.2% | +130.9% | -109.7% | -12.2% |
| All | +1,455.0% | +575.7% | +879.3% | +693.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling