+31.0%
DIS vs BR
+275.8%
-244.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +0.9% | -1.3% | +2.1% | +1.5% |
| 30D | +8.9% | +13.7% | -4.8% | +2.5% |
| 3M | +14.5% | +13.8% | +0.7% | +7.6% |
| 6M | +12.2% | +29.7% | -17.5% | -1.6% |
| YTD | +4.7% | -12.6% | +17.3% | +10.2% |
| 1Y | +2.8% | -12.4% | +15.3% | +8.0% |
| 3Y | +38.1% | +14.1% | +24.0% | +25.0% |
| 5Y | -23.6% | +18.7% | -42.3% | -33.7% |
| All | +31.0% | +275.8% | -244.7% | -24.8% |
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