+7.2%
DIS vs RL
+16.8%
-9.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +5.2% | -4.2% | +9.4% | +6.2% |
| 30D | +11.5% | +4.3% | +7.2% | +10.4% |
| 3M | +11.5% | -4.6% | +16.1% | +12.5% |
| 6M | +8.9% | +1.7% | +7.1% | +8.5% |
| YTD | +3.4% | +7.3% | -3.9% | +0.9% |
| 1Y | +7.2% | +20.8% | -13.6% | -1.6% |
| All | +7.2% | +16.8% | -9.6% | -1.6% |
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