-10.1%
DIS vs RKT
-21.9%
+11.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -2.6% | +2.1% | -4.7% | -2.9% |
| 30D | +3.5% | +1.4% | +2.0% | +3.1% |
| 3M | +6.8% | +6.3% | +0.5% | +5.1% |
| 6M | +3.0% | -15.5% | +18.4% | +4.1% |
| YTD | -6.7% | -27.4% | +20.6% | -4.7% |
| 1Y | -10.1% | -26.6% | +16.5% | -9.6% |
| All | -10.1% | -21.9% | +11.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling