+271.3%
DIS vs BR
+1,321.0%
-1,049.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.6% | -0.1% |
| 7D | -2.6% | -5.3% | +2.7% | 0.0% |
| 30D | +3.5% | +6.4% | -3.0% | +0.2% |
| 3M | +6.8% | +13.6% | -6.8% | -0.4% |
| 6M | +3.0% | -6.7% | +9.7% | +5.2% |
| YTD | -6.7% | -21.1% | +14.4% | +3.0% |
| 1Y | -10.1% | -29.6% | +19.5% | +5.0% |
| 3Y | +33.0% | -2.4% | +35.4% | +29.7% |
| 5Y | -40.0% | +11.2% | -51.2% | -46.0% |
| 10Y | +21.1% | +191.8% | -170.7% | -36.2% |
| All | +271.3% | +1,321.0% | -1,049.7% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling