-41.5%
DIS vs BND
-1.5%
-40.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +0.1% | -0.4% | +0.5% | +0.4% |
| 3M | +7.1% | -0.2% | +7.3% | +7.3% |
| 6M | +4.3% | -1.2% | +5.4% | +5.0% |
| YTD | -6.9% | -0.3% | -6.6% | -6.7% |
| 1Y | -10.3% | +0.4% | -10.7% | -10.4% |
| 3Y | +32.8% | +13.4% | +19.4% | +23.8% |
| 5Y | -41.5% | -1.5% | -40.0% | -47.7% |
| All | -41.5% | -1.5% | -40.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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