+32.9%
DIS vs BP
+133.4%
-100.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | -0.1% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +10.3% | -3.1% | +13.4% | +11.1% |
| 3M | +15.6% | +6.2% | +9.4% | +12.5% |
| 6M | +15.1% | +4.8% | +10.3% | +11.7% |
| YTD | +6.0% | +35.2% | -29.2% | -7.5% |
| 1Y | +5.7% | +27.4% | -21.7% | -5.8% |
| 3Y | +39.8% | +49.8% | -10.0% | +15.2% |
| 5Y | -23.9% | +109.4% | -133.3% | -46.7% |
| 10Y | +32.9% | +135.7% | -102.8% | -10.3% |
| All | +32.9% | +133.4% | -100.4% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling