+37.2%
DIS vs BP
+51.6%
-14.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +1.9% | +3.8% | -1.9% | +1.4% |
| 30D | +9.2% | -5.3% | +14.5% | +9.9% |
| 3M | +13.5% | +9.3% | +4.3% | +11.5% |
| 6M | +14.3% | +7.2% | +7.1% | +12.2% |
| YTD | +5.4% | +38.0% | -32.7% | -5.3% |
| 1Y | +12.2% | +33.2% | -21.0% | +1.9% |
| 3Y | +37.2% | +50.3% | -13.1% | +19.1% |
| All | +37.2% | +51.6% | -14.4% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling