+32.9%
DIS vs BR
+280.7%
-247.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | +1.9% | -1.3% | -0.3% |
| 30D | +10.3% | +15.9% | -5.6% | +2.9% |
| 3M | +15.6% | +13.7% | +1.9% | +8.7% |
| 6M | +15.1% | +31.0% | -15.9% | +0.4% |
| YTD | +6.0% | -12.0% | +18.0% | +11.1% |
| 1Y | +5.7% | -11.5% | +17.2% | +10.4% |
| 3Y | +39.8% | +14.9% | +24.9% | +26.0% |
| 5Y | -23.9% | +20.1% | -44.0% | -34.3% |
| 10Y | +32.9% | +278.9% | -246.0% | -23.9% |
| All | +32.9% | +280.7% | -247.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling