-32.9%
DIS vs RGTI
-2.8%
-30.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +0.9% |
| 7D | +1.9% | -18.1% | +20.0% | +2.8% |
| 30D | +9.2% | -17.6% | +26.8% | +9.9% |
| 3M | +13.5% | -48.3% | +61.9% | +16.6% |
| 6M | +14.3% | -47.8% | +62.0% | +16.3% |
| YTD | +5.4% | -56.6% | +61.9% | +7.6% |
| 1Y | +12.2% | -61.8% | +74.0% | +14.8% |
| 3Y | +37.2% | +807.5% | -770.4% | +5.1% |
| 5Y | -23.1% | -8.8% | -14.3% | -33.0% |
| All | -32.9% | -2.8% | -30.0% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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