+31.9%
DIS vs RNG
+234.5%
-202.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +1.9% | +4.6% | -2.7% | +1.3% |
| 30D | +9.2% | +0.4% | +8.7% | +8.9% |
| 3M | +13.5% | +11.4% | +2.1% | +11.3% |
| 6M | +14.3% | +95.7% | -81.4% | +2.5% |
| YTD | +5.4% | +162.9% | -157.5% | -11.3% |
| 1Y | +12.2% | +180.3% | -168.1% | -6.6% |
| 3Y | +37.2% | +188.3% | -151.2% | +9.9% |
| 5Y | -23.1% | -72.5% | +49.4% | -23.4% |
| All | +31.9% | +234.5% | -202.6% | +5.8% |
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