+486.0%
DIS vs RL
+1,498.4%
-1,012.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.9% | +0.8% |
| 7D | +5.7% | -4.7% | +10.4% | +7.2% |
| 30D | +12.7% | +3.6% | +9.1% | +11.3% |
| 3M | +15.2% | +0.5% | +14.6% | +14.6% |
| 6M | +17.6% | +6.6% | +10.9% | +14.2% |
| YTD | +3.8% | +8.8% | -5.0% | -0.3% |
| 1Y | +6.8% | +21.8% | -15.0% | -1.1% |
| 3Y | +42.1% | +245.8% | -203.7% | -6.3% |
| 5Y | -31.2% | +230.0% | -261.1% | -54.9% |
| 10Y | +37.6% | +369.4% | -331.8% | -24.8% |
| All | +486.0% | +1,498.4% | -1,012.4% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling