-41.5%
DIS vs RNG
-70.8%
+29.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.1% | +0.5% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | +0.1% | +11.4% | -11.3% | -1.8% |
| 3M | +7.1% | +72.1% | -65.0% | -3.3% |
| 6M | +4.3% | +67.9% | -63.7% | -6.5% |
| YTD | -6.9% | +144.3% | -151.3% | -23.6% |
| 1Y | -10.3% | +117.5% | -127.8% | -24.9% |
| 3Y | +32.8% | +123.9% | -91.1% | +5.2% |
| 5Y | -41.5% | -70.1% | +28.6% | -38.3% |
| All | -41.5% | -70.8% | +29.3% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling