-41.2%
DIS vs BROS
+41.2%
-82.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | +0.1% | -13.5% | +13.6% | +2.2% |
| 3M | +7.1% | -18.4% | +25.5% | +9.4% |
| 6M | +4.3% | -10.6% | +14.8% | +4.7% |
| YTD | -6.9% | -25.1% | +18.1% | -4.4% |
| 1Y | -10.3% | -28.6% | +18.3% | -7.5% |
| 3Y | +32.8% | +65.6% | -32.7% | +16.1% |
| All | -41.2% | +41.2% | -82.4% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling