+5.7%
DIS vs BP
+27.8%
-22.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | +0.6% |
| 7D | +0.6% | -0.8% | +1.4% | +0.5% |
| 30D | +10.3% | -3.1% | +13.4% | +9.9% |
| 3M | +15.6% | +6.2% | +9.4% | +16.6% |
| 6M | +15.1% | +4.8% | +10.3% | +15.4% |
| YTD | +6.0% | +35.2% | -29.2% | +3.6% |
| 1Y | +5.7% | +27.4% | -21.7% | +5.8% |
| All | +5.7% | +27.8% | -22.1% | +5.8% |
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