-7.4%
DIS vs RDDT
+217.8%
-225.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | 0.0% |
| 7D | -1.1% | +3.3% | -4.4% | -1.3% |
| 30D | +0.1% | -7.6% | +7.8% | +0.6% |
| 3M | +7.1% | -12.7% | +19.8% | +7.4% |
| 6M | +4.3% | +7.2% | -2.9% | +2.6% |
| YTD | -6.9% | -35.0% | +28.1% | -5.6% |
| 1Y | -10.3% | -35.0% | +24.7% | -9.4% |
| All | -7.4% | +217.8% | -225.3% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling