+1,442.0%
DIS vs BRO
+25,667.1%
-24,225.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | -3.5% | -7.6% | +4.1% | -1.8% |
| 30D | +1.0% | -6.9% | +7.8% | +2.6% |
| 3M | +5.7% | +12.8% | -7.1% | +2.7% |
| 6M | +3.3% | -5.9% | +9.1% | +4.2% |
| YTD | -7.7% | -15.9% | +8.2% | -4.6% |
| 1Y | -10.0% | -28.1% | +18.2% | -3.7% |
| 3Y | +31.7% | -7.0% | +38.7% | +31.8% |
| 5Y | -42.2% | +18.0% | -60.2% | -45.4% |
| 10Y | +22.3% | +293.9% | -271.6% | -8.4% |
| All | +1,442.0% | +25,667.1% | -24,225.1% | +822.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling