+103.2%
DIS vs RNG
+320.7%
-217.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | +5.2% | -11.3% | +16.6% | +6.9% |
| 30D | +11.5% | -5.7% | +17.1% | +12.1% |
| 3M | +11.5% | +16.8% | -5.2% | +8.6% |
| 6M | +8.9% | +58.5% | -49.6% | +0.6% |
| YTD | +3.4% | +151.3% | -147.9% | -12.2% |
| 1Y | +7.2% | +169.0% | -161.8% | -10.0% |
| 3Y | +43.3% | +156.9% | -113.6% | +17.2% |
| 5Y | -31.4% | -69.0% | +37.6% | -31.2% |
| 10Y | +37.1% | +262.0% | -224.9% | -3.7% |
| All | +103.2% | +320.7% | -217.6% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling