+23.5%
DIS vs BNY
+416.3%
-392.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +1.2% | -1.3% | +2.5% | +1.9% |
| 30D | +3.2% | -0.2% | +3.4% | +3.2% |
| 3M | +7.0% | +14.9% | -7.9% | -1.2% |
| 6M | +6.4% | +40.0% | -33.6% | -11.7% |
| YTD | -5.6% | +42.0% | -47.6% | -22.5% |
| 1Y | -7.7% | +56.9% | -64.5% | -28.3% |
| 3Y | +33.2% | +289.9% | -256.7% | -36.9% |
| 5Y | -40.3% | +259.2% | -299.5% | -71.1% |
| All | +23.5% | +416.3% | -392.8% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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