+36.3%
DIS vs BN
+280.2%
-244.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.8% |
| 7D | +4.4% | +4.3% | +0.1% | +2.1% |
| 30D | +10.3% | +14.3% | -4.0% | +2.6% |
| 3M | +15.5% | -4.1% | +19.6% | +17.6% |
| 6M | +11.2% | -9.7% | +20.9% | +16.5% |
| YTD | +5.6% | -7.1% | +12.7% | +7.8% |
| 1Y | +7.7% | -7.4% | +15.2% | +10.2% |
| 3Y | +39.3% | +102.3% | -63.1% | -10.7% |
| 5Y | -29.5% | +35.9% | -65.5% | -44.7% |
| 10Y | +36.3% | +289.2% | -252.9% | -30.6% |
| All | +36.3% | +280.2% | -244.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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