-31.9%
DIS vs RNG
-69.1%
+37.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | +5.2% | -11.3% | +16.6% | +7.3% |
| 30D | +11.5% | -5.7% | +17.1% | +12.2% |
| 3M | +11.5% | +16.8% | -5.2% | +8.0% |
| 6M | +8.9% | +58.5% | -49.6% | -1.1% |
| YTD | +3.4% | +151.3% | -147.9% | -15.9% |
| 1Y | +7.2% | +169.0% | -161.8% | -14.0% |
| 3Y | +43.3% | +156.9% | -113.6% | +10.0% |
| All | -31.9% | -69.1% | +37.2% | -29.8% |
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 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