+349.7%
DIS vs RBA
+4,058.7%
-3,709.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +5.7% | +7.3% | -1.6% | +3.8% |
| 30D | +12.7% | +16.9% | -4.3% | +8.2% |
| 3M | +15.2% | -0.5% | +15.7% | +15.0% |
| 6M | +17.6% | -10.4% | +28.0% | +19.7% |
| YTD | +3.8% | -7.2% | +11.0% | +4.4% |
| 1Y | +6.8% | -2.2% | +9.0% | +5.9% |
| 3Y | +42.1% | +43.7% | -1.6% | +26.7% |
| 5Y | -31.2% | +38.7% | -69.8% | -39.2% |
| 10Y | +37.6% | +231.7% | -194.1% | -6.2% |
| All | +349.7% | +4,058.7% | -3,709.0% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling