-10.1%
DIS vs BP
+34.1%
-44.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.7% |
| 7D | -2.6% | +3.9% | -6.5% | -2.1% |
| 30D | +3.5% | +7.6% | -4.1% | +4.3% |
| 3M | +6.8% | +0.7% | +6.1% | +6.5% |
| 6M | +3.0% | +15.5% | -12.5% | +1.1% |
| YTD | -6.7% | +30.8% | -37.6% | -9.1% |
| 1Y | -10.1% | +34.3% | -44.4% | -12.0% |
| All | -10.1% | +34.1% | -44.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling