-6.2%
DIS vs RKT
-9.3%
+3.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -9.0% | +10.9% | +2.9% |
| 30D | +9.2% | +30.2% | -21.0% | +6.1% |
| 3M | +13.5% | -8.8% | +22.4% | +14.3% |
| 6M | +14.3% | -0.9% | +15.2% | +13.6% |
| YTD | +5.4% | -29.2% | +34.6% | +7.6% |
| 1Y | +12.2% | -20.1% | +32.2% | +13.1% |
| 3Y | +37.2% | +81.3% | -44.1% | +22.9% |
| 5Y | -23.1% | -6.6% | -16.5% | -30.3% |
| All | -6.2% | -9.3% | +3.1% | -15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling