-37.5%
DIS vs RDW
+5.0%
-42.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.9% | -0.8% |
| 7D | -1.1% | +9.5% | -10.5% | -1.9% |
| 30D | +0.1% | -17.4% | +17.5% | +1.7% |
| 3M | +7.1% | -39.5% | +46.6% | +10.8% |
| 6M | +4.3% | +31.3% | -27.1% | -1.9% |
| YTD | -6.9% | +47.8% | -54.7% | -15.0% |
| 1Y | -10.3% | +33.8% | -44.2% | -18.5% |
| 3Y | +32.8% | +262.3% | -229.4% | -3.7% |
| 5Y | -41.5% | -5.7% | -35.8% | -57.8% |
| All | -37.5% | +5.0% | -42.5% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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