-23.9%
DIS vs BP
+108.0%
-131.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | 0.0% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +10.3% | -3.1% | +13.4% | +10.8% |
| 3M | +15.6% | +6.2% | +9.4% | +13.4% |
| 6M | +15.1% | +4.8% | +10.3% | +12.8% |
| YTD | +6.0% | +35.2% | -29.2% | -4.9% |
| 1Y | +5.7% | +27.4% | -21.7% | -3.5% |
| 3Y | +39.8% | +49.8% | -10.0% | +19.5% |
| 5Y | -23.9% | +109.4% | -133.3% | -43.1% |
| All | -23.9% | +108.0% | -131.9% | -43.1% |
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 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