-21.7%
DIS vs ROIV
+270.3%
-292.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.9% |
| 7D | +5.2% | +5.3% | -0.1% | +4.8% |
| 30D | +11.5% | +11.9% | -0.4% | +10.4% |
| 3M | +11.5% | +10.7% | +0.8% | +10.3% |
| 6M | +8.9% | +34.9% | -26.0% | +5.6% |
| YTD | +3.4% | +79.2% | -75.8% | -2.3% |
| 1Y | +7.2% | +89.0% | -81.8% | +0.8% |
| 3Y | +43.3% | +337.3% | -294.0% | +25.4% |
| 5Y | -31.4% | +402.3% | -433.8% | -45.3% |
| All | -21.7% | +270.3% | -292.0% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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