-8.2%
DIS vs RDDT
+211.6%
-219.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.7% |
| 7D | -3.5% | -7.4% | +3.9% | -3.0% |
| 30D | +1.0% | -7.7% | +8.7% | +1.4% |
| 3M | +5.7% | -17.8% | +23.5% | +6.4% |
| 6M | +3.3% | +5.5% | -2.2% | +1.7% |
| YTD | -7.7% | -36.3% | +28.6% | -6.3% |
| 1Y | -10.0% | -39.0% | +29.1% | -8.6% |
| All | -8.2% | +211.6% | -219.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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