-31.9%
DIS vs RL
+226.8%
-258.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +5.2% | -4.2% | +9.4% | +6.9% |
| 30D | +11.5% | +4.3% | +7.2% | +9.5% |
| 3M | +11.5% | -4.6% | +16.1% | +13.1% |
| 6M | +8.9% | +1.7% | +7.1% | +6.7% |
| YTD | +3.4% | +7.3% | -3.9% | -1.5% |
| 1Y | +7.2% | +20.8% | -13.6% | -3.0% |
| 3Y | +43.3% | +247.0% | -203.6% | -21.9% |
| All | -31.9% | +226.8% | -258.8% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling