+36.3%
DIS vs BROS
+22.6%
+13.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.7% |
| 7D | +0.9% | -2.5% | +3.3% | +1.2% |
| 30D | +8.9% | -11.2% | +20.1% | +10.0% |
| 3M | +14.5% | -33.9% | +48.5% | +20.1% |
| 6M | +12.2% | -33.5% | +45.7% | +16.5% |
| YTD | +4.7% | -44.9% | +49.7% | +10.8% |
| 1Y | +2.8% | -41.5% | +44.3% | +7.8% |
| All | +36.3% | +22.6% | +13.7% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling