-29.5%
DIS vs RL
+245.5%
-275.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +4.4% | +1.3% | +3.1% | +3.7% |
| 30D | +10.3% | +7.6% | +2.7% | +7.0% |
| 3M | +15.5% | -1.5% | +17.0% | +15.7% |
| 6M | +11.2% | +12.1% | -0.9% | +5.0% |
| YTD | +5.6% | +13.9% | -8.3% | -1.7% |
| 1Y | +7.7% | +20.7% | -12.9% | -2.3% |
| 3Y | +39.3% | +260.6% | -221.3% | -25.2% |
| 5Y | -29.5% | +248.9% | -278.4% | -63.9% |
| All | -29.5% | +245.5% | -275.0% | -63.9% |
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