-31.9%
DIS vs BP
+103.6%
-135.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.2% | -11.6% | +16.9% | +8.0% |
| 30D | +11.5% | 0.0% | +11.4% | +11.1% |
| 3M | +11.5% | +6.7% | +4.8% | +9.2% |
| 6M | +8.9% | +2.2% | +6.7% | +7.2% |
| YTD | +3.4% | +33.0% | -29.6% | -6.9% |
| 1Y | +7.2% | +30.7% | -23.5% | -3.1% |
| 3Y | +43.3% | +44.2% | -0.9% | +23.7% |
| All | -31.9% | +103.6% | -135.5% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling