+43.9%
DIS vs RL
+244.8%
-200.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.9% | +1.0% |
| 7D | +5.7% | -4.7% | +10.4% | +7.3% |
| 30D | +12.7% | +3.6% | +9.1% | +11.2% |
| 3M | +15.2% | +0.5% | +14.6% | +14.6% |
| 6M | +17.6% | +6.6% | +10.9% | +13.9% |
| YTD | +3.8% | +8.8% | -5.0% | -0.8% |
| 1Y | +6.8% | +21.8% | -15.0% | -2.5% |
| All | +43.9% | +244.8% | -200.9% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling