-33.4%
DIS vs BROS
+10.8%
-44.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.6% | -4.6% | +1.1% |
| 7D | +5.3% | -17.9% | +23.2% | +7.9% |
| 30D | +10.2% | -5.4% | +15.6% | +10.6% |
| 3M | +13.5% | -32.1% | +45.6% | +19.3% |
| 6M | +11.1% | -31.7% | +42.8% | +15.8% |
| YTD | +5.5% | -41.2% | +46.7% | +11.6% |
| 1Y | +9.1% | -32.6% | +41.7% | +13.0% |
| 3Y | +36.0% | +32.7% | +3.3% | +22.2% |
| 5Y | -29.8% | -44.2% | +14.4% | -35.4% |
| All | -33.4% | +10.8% | -44.2% | -36.7% |
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