+8.3%
DIS vs BLK
+17.9%
-9.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.3% | +2.2% |
| 7D | +9.1% | +5.7% | +3.3% | +6.9% |
| 30D | +14.8% | +14.8% | 0.0% | +9.2% |
| 3M | +21.2% | +8.8% | +12.4% | +17.5% |
| 6M | +18.3% | +17.6% | +0.7% | +11.3% |
| YTD | +5.4% | +16.3% | -10.9% | -1.8% |
| 1Y | +8.3% | +18.0% | -9.7% | -0.3% |
| All | +8.3% | +17.9% | -9.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling