-40.6%
DIS vs RGTI
+53.5%
-94.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.7% |
| 7D | -2.6% | -2.5% | -0.1% | -2.5% |
| 30D | +3.5% | -9.4% | +12.9% | +3.8% |
| 3M | +6.8% | -37.1% | +43.9% | +8.7% |
| 6M | +3.0% | -14.4% | +17.4% | +2.5% |
| YTD | -6.7% | -31.4% | +24.7% | -6.5% |
| 1Y | -10.1% | +0.5% | -10.6% | -12.5% |
| 3Y | +33.0% | +726.1% | -693.0% | +3.5% |
| 5Y | -40.0% | +56.2% | -96.2% | -49.5% |
| All | -40.6% | +53.5% | -94.1% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling