+32.3%
DIS vs BNY
+286.9%
-254.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | -1.3% | -1.1% | -0.2% | -0.7% |
| 30D | +2.2% | +1.4% | +0.8% | +1.4% |
| 3M | +8.1% | +16.8% | -8.7% | -0.9% |
| 6M | +5.2% | +42.0% | -36.7% | -13.8% |
| YTD | -6.3% | +41.9% | -48.2% | -23.5% |
| 1Y | -7.3% | +59.2% | -66.5% | -29.4% |
| All | +32.3% | +286.9% | -254.6% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling