+32.8%
DIS vs BR
-4.7%
+37.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +0.5% |
| 7D | -1.1% | -5.9% | +4.9% | +0.7% |
| 30D | +0.1% | +1.9% | -1.8% | -0.5% |
| 3M | +7.1% | +14.7% | -7.6% | +2.4% |
| 6M | +4.3% | -12.8% | +17.0% | +8.8% |
| YTD | -6.9% | -23.0% | +16.1% | +2.2% |
| 1Y | -10.3% | -31.7% | +21.4% | +3.9% |
| 3Y | +32.8% | -4.8% | +37.6% | +33.8% |
| All | +32.8% | -4.7% | +37.5% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling