-7.3%
DIS vs BLK
-2.0%
-5.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -1.3% | -5.2% | +3.9% | +0.6% |
| 30D | +2.2% | -7.0% | +9.3% | +5.0% |
| 3M | +8.1% | +5.7% | +2.5% | +5.8% |
| 6M | +5.2% | +11.0% | -5.8% | +1.2% |
| YTD | -6.3% | +0.9% | -7.2% | -7.6% |
| 1Y | -7.3% | -1.6% | -5.7% | -8.3% |
| All | -7.3% | -2.0% | -5.3% | -8.3% |
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