+31.9%
DIS vs RBA
+207.2%
-175.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +1.9% | +1.7% | +0.2% | +1.4% |
| 30D | +9.2% | +8.3% | +0.8% | +6.6% |
| 3M | +13.5% | +10.5% | +3.0% | +10.0% |
| 6M | +14.3% | -5.9% | +20.2% | +14.9% |
| YTD | +5.4% | -6.9% | +12.2% | +5.8% |
| 1Y | +12.2% | -4.9% | +17.0% | +11.9% |
| 3Y | +37.2% | +64.5% | -27.3% | +15.3% |
| 5Y | -23.1% | +46.1% | -69.2% | -34.6% |
| All | +31.9% | +207.2% | -175.3% | -20.0% |
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