+7.7%
DIS vs BN
-7.9%
+15.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +4.4% | +4.3% | +0.1% | +2.9% |
| 30D | +10.3% | +14.3% | -4.0% | +5.6% |
| 3M | +15.5% | -4.1% | +19.6% | +16.9% |
| 6M | +11.2% | -9.7% | +20.9% | +14.6% |
| YTD | +5.6% | -7.1% | +12.7% | +6.3% |
| 1Y | +7.7% | -7.4% | +15.2% | +8.2% |
| All | +7.7% | -7.9% | +15.7% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling