-23.9%
DIS vs BUD
+49.9%
-73.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +10.3% | +7.4% | +2.9% | +7.7% |
| 3M | +15.6% | +4.3% | +11.3% | +13.8% |
| 6M | +15.1% | +5.3% | +9.8% | +12.8% |
| YTD | +6.0% | +33.2% | -27.3% | -4.3% |
| 1Y | +5.7% | +31.8% | -26.1% | -4.3% |
| 3Y | +39.8% | +47.8% | -8.0% | +18.0% |
| 5Y | -23.9% | +50.2% | -74.0% | -39.6% |
| All | -23.9% | +49.9% | -73.8% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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