+5.7%
DIS vs BR
-11.9%
+17.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.7% |
| 3M | +15.6% | +13.7% | +1.9% | +13.2% |
| 6M | +15.1% | +31.0% | -15.9% | +11.2% |
| YTD | +6.0% | -12.0% | +18.0% | +1.4% |
| 1Y | +5.7% | -11.5% | +17.2% | +2.0% |
| All | +5.7% | -11.9% | +17.5% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling