+1,635.0%
DIS vs BP
+1,356.5%
+278.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.8% |
| 7D | +5.7% | -11.2% | +16.9% | +9.9% |
| 30D | +12.7% | -0.7% | +13.4% | +12.6% |
| 3M | +15.2% | +9.8% | +5.4% | +10.8% |
| 6M | +17.6% | -1.6% | +19.1% | +16.4% |
| YTD | +3.8% | +33.5% | -29.7% | -8.6% |
| 1Y | +6.8% | +31.7% | -24.9% | -5.7% |
| 3Y | +42.1% | +45.1% | -3.0% | +19.5% |
| 5Y | -31.2% | +105.9% | -137.1% | -50.3% |
| 10Y | +37.6% | +134.4% | -96.8% | -10.9% |
| All | +1,635.0% | +1,356.5% | +278.5% | +588.2% |
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