+36.3%
DIS vs RNG
+247.5%
-211.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | +4.4% | -6.0% | +10.4% | +5.3% |
| 30D | +10.3% | -7.4% | +17.7% | +11.3% |
| 3M | +15.5% | +14.6% | +1.0% | +12.8% |
| 6M | +11.2% | +61.5% | -50.3% | +2.4% |
| YTD | +5.6% | +155.7% | -150.1% | -10.8% |
| 1Y | +7.7% | +172.5% | -164.7% | -10.0% |
| 3Y | +39.3% | +168.0% | -128.7% | +12.8% |
| 5Y | -29.5% | -73.8% | +44.3% | -29.3% |
| 10Y | +36.3% | +240.3% | -204.0% | +7.1% |
| All | +36.3% | +247.5% | -211.2% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling