-41.1%
DIS vs BN
+37.9%
-79.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.6% |
| 7D | -2.6% | -2.5% | -0.1% | -1.4% |
| 30D | +3.5% | -9.5% | +13.0% | +8.7% |
| 3M | +6.8% | -10.4% | +17.2% | +12.6% |
| 6M | +3.0% | -6.4% | +9.3% | +5.7% |
| YTD | -6.7% | -11.9% | +5.1% | -2.0% |
| 1Y | -10.1% | -8.6% | -1.5% | -7.7% |
| 3Y | +33.0% | +77.6% | -44.5% | -8.4% |
| All | -41.1% | +37.9% | -79.0% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling