-22.5%
DIS vs RL
+239.2%
-261.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +1.9% | +2.6% | -0.7% | +0.9% |
| 30D | +9.2% | +2.9% | +6.2% | +7.7% |
| 3M | +13.5% | 0.0% | +13.5% | +13.1% |
| 6M | +14.3% | +17.1% | -2.8% | +6.0% |
| YTD | +5.4% | +10.1% | -4.8% | -0.7% |
| 1Y | +12.2% | +17.3% | -5.2% | +2.7% |
| 3Y | +37.2% | +249.3% | -212.1% | -25.2% |
| All | -22.5% | +239.2% | -261.7% | -59.9% |
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