+1,635.0%
DIS vs BN
+15,832.7%
-14,197.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.7% | -0.3% |
| 7D | +5.7% | +5.7% | 0.0% | +3.4% |
| 30D | +12.7% | +12.0% | +0.7% | +7.7% |
| 3M | +15.2% | -6.1% | +21.3% | +17.7% |
| 6M | +17.6% | -8.6% | +26.1% | +21.2% |
| YTD | +3.8% | -8.5% | +12.3% | +6.2% |
| 1Y | +6.8% | -8.4% | +15.2% | +9.2% |
| 3Y | +42.1% | +92.3% | -50.1% | +7.4% |
| 5Y | -31.2% | +31.3% | -62.5% | -40.5% |
| 10Y | +37.6% | +280.5% | -242.9% | -19.7% |
| All | +1,635.0% | +15,832.7% | -14,197.7% | +461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling