+8.3%
DIS vs RL
+34.3%
-26.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +3.1% |
| 7D | +9.1% | +5.8% | +3.3% | +7.7% |
| 30D | +14.8% | +12.7% | +2.1% | +11.6% |
| 3M | +21.2% | +9.3% | +11.8% | +18.4% |
| 6M | +18.3% | +16.9% | +1.4% | +13.9% |
| YTD | +5.4% | +17.5% | -12.1% | +0.7% |
| 1Y | +8.3% | +34.6% | -26.4% | -3.7% |
| All | +8.3% | +34.3% | -26.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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