-6.0%
DIS vs RKT
-4.5%
-1.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +4.9% | +0.6% |
| 7D | +4.4% | +4.6% | -0.2% | +3.9% |
| 30D | +10.3% | +25.9% | -15.5% | +7.6% |
| 3M | +15.5% | +5.0% | +10.5% | +14.6% |
| 6M | +11.2% | -7.9% | +19.1% | +11.3% |
| YTD | +5.6% | -25.4% | +30.9% | +7.2% |
| 1Y | +7.7% | -15.4% | +23.1% | +8.0% |
| 3Y | +39.3% | +83.3% | -44.0% | +24.7% |
| 5Y | -29.5% | -0.8% | -28.7% | -36.4% |
| All | -6.0% | -4.5% | -1.6% | -16.1% |
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