+17.6%
DIS vs RL
+7.4%
+10.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.9% | +0.2% |
| 7D | +5.7% | -4.7% | +10.4% | +6.7% |
| 30D | +12.7% | +3.6% | +9.1% | +11.9% |
| 3M | +15.2% | +0.5% | +14.6% | +14.8% |
| 6M | +17.6% | +6.6% | +10.9% | +15.7% |
| All | +17.6% | +7.4% | +10.2% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling