+36.6%
DIS vs RBA
+236.6%
-199.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.3% |
| 7D | +5.3% | +2.5% | +2.8% | +4.6% |
| 30D | +10.2% | +11.6% | -1.3% | +6.7% |
| 3M | +13.5% | +1.5% | +12.0% | +12.7% |
| 6M | +11.1% | -6.6% | +17.8% | +12.0% |
| YTD | +5.5% | -6.3% | +11.8% | +5.8% |
| 1Y | +9.1% | -4.0% | +13.1% | +8.6% |
| 3Y | +36.0% | +47.3% | -11.3% | +18.0% |
| 5Y | -29.8% | +47.7% | -77.5% | -40.4% |
| 10Y | +36.6% | +224.7% | -188.1% | -17.2% |
| All | +36.6% | +236.6% | -199.9% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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