+22.7%
DIS vs BLK
+277.4%
-254.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | -1.3% | -5.2% | +3.9% | +1.6% |
| 30D | +2.2% | -7.0% | +9.3% | +6.3% |
| 3M | +8.1% | +5.7% | +2.5% | +4.4% |
| 6M | +5.2% | +11.0% | -5.8% | -1.4% |
| YTD | -6.3% | +0.9% | -7.2% | -8.0% |
| 1Y | -7.3% | -1.6% | -5.7% | -8.0% |
| 3Y | +33.8% | +64.5% | -30.7% | -2.0% |
| 5Y | -40.7% | +30.9% | -71.6% | -51.8% |
| All | +22.7% | +277.4% | -254.7% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling