-8.0%
DIS vs RKT
-0.4%
-7.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +5.2% | +17.7% | -12.4% | +3.4% |
| 30D | +11.5% | +31.6% | -20.2% | +8.2% |
| 3M | +11.5% | +13.9% | -2.4% | +9.7% |
| 6M | +8.9% | +2.8% | +6.1% | +7.7% |
| YTD | +3.4% | -22.2% | +25.6% | +4.6% |
| 1Y | +7.2% | -3.5% | +10.7% | +6.1% |
| 3Y | +43.3% | +95.3% | -52.0% | +27.3% |
| 5Y | -31.4% | -0.4% | -31.0% | -38.4% |
| All | -8.0% | -0.4% | -7.5% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling