-31.2%
DIS vs RL
+232.3%
-263.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.9% | +1.4% |
| 7D | +5.7% | -4.7% | +10.4% | +7.5% |
| 30D | +12.7% | +3.6% | +9.1% | +11.0% |
| 3M | +15.2% | +0.5% | +14.6% | +14.5% |
| 6M | +17.6% | +6.6% | +10.9% | +13.2% |
| YTD | +3.8% | +8.8% | -5.0% | -1.6% |
| 1Y | +6.8% | +21.8% | -15.0% | -3.7% |
| 3Y | +42.1% | +245.8% | -203.7% | -22.4% |
| 5Y | -31.2% | +230.0% | -261.1% | -63.9% |
| All | -31.2% | +232.3% | -263.4% | -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