+34.2%
DIS vs RBA
+224.6%
-190.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +5.2% | +4.3% | +1.0% | +4.0% |
| 30D | +11.5% | +16.3% | -4.9% | +6.6% |
| 3M | +11.5% | +1.3% | +10.2% | +10.7% |
| 6M | +8.9% | -11.1% | +19.9% | +11.3% |
| YTD | +3.4% | -8.5% | +11.9% | +4.4% |
| 1Y | +7.2% | -2.1% | +9.3% | +6.0% |
| 3Y | +43.3% | +44.6% | -1.2% | +25.1% |
| 5Y | -31.4% | +36.8% | -68.3% | -40.5% |
| All | +34.2% | +224.6% | -190.4% | -18.0% |
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