+31.0%
DIS vs BP
+141.7%
-110.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | +0.9% | +2.5% | -1.6% | 0.0% |
| 30D | +8.9% | -5.6% | +14.5% | +10.7% |
| 3M | +14.5% | +8.0% | +6.5% | +10.8% |
| 6M | +12.2% | +5.7% | +6.6% | +8.6% |
| YTD | +4.7% | +36.8% | -32.1% | -9.0% |
| 1Y | +2.8% | +30.7% | -27.9% | -9.2% |
| 3Y | +38.1% | +51.6% | -13.5% | +13.4% |
| 5Y | -23.6% | +112.2% | -135.8% | -46.8% |
| All | +31.0% | +141.7% | -110.7% | -11.6% |
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