+1,628.0%
DIS vs BP
+1,351.0%
+277.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.2% | -11.6% | +16.9% | +9.6% |
| 30D | +11.5% | 0.0% | +11.4% | +11.1% |
| 3M | +11.5% | +6.7% | +4.8% | +8.3% |
| 6M | +8.9% | +2.2% | +6.7% | +6.5% |
| YTD | +3.4% | +33.0% | -29.6% | -8.8% |
| 1Y | +7.2% | +30.7% | -23.5% | -5.0% |
| 3Y | +43.3% | +44.2% | -0.9% | +20.8% |
| 5Y | -31.4% | +105.1% | -136.6% | -50.4% |
| 10Y | +37.1% | +133.5% | -96.5% | -11.2% |
| All | +1,628.0% | +1,351.0% | +277.1% | +586.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling