-10.3%
DIS vs RKT
-31.9%
+21.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | 0.0% |
| 7D | -1.1% | +6.0% | -7.1% | -2.0% |
| 30D | +0.1% | +0.7% | -0.5% | -0.1% |
| 3M | +7.1% | +11.8% | -4.7% | +4.5% |
| 6M | +4.3% | -7.6% | +11.9% | +4.3% |
| YTD | -6.9% | -28.7% | +21.7% | -4.6% |
| 1Y | -10.3% | -32.6% | +22.3% | -9.1% |
| All | -10.3% | -31.9% | +21.6% | -9.1% |
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 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