-40.6%
DIS vs BRO
+17.6%
-58.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.2% | -7.3% | +8.5% | +3.9% |
| 30D | +3.2% | -6.9% | +10.1% | +5.8% |
| 3M | +7.0% | +10.7% | -3.7% | +3.0% |
| 6M | +6.4% | -2.7% | +9.1% | +6.9% |
| YTD | -5.6% | -16.3% | +10.7% | 0.0% |
| 1Y | -7.7% | -29.1% | +21.4% | +4.0% |
| 3Y | +33.2% | -7.8% | +41.0% | +29.7% |
| All | -40.6% | +17.6% | -58.2% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling