-29.3%
DIS vs ROIV
+232.7%
-262.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.8% |
| 7D | -2.6% | +0.6% | -3.2% | -2.6% |
| 30D | +3.5% | +1.0% | +2.5% | +3.3% |
| 3M | +6.8% | +18.3% | -11.5% | +5.1% |
| 6M | +3.0% | +18.3% | -15.3% | +1.2% |
| YTD | -6.7% | +61.0% | -67.7% | -10.9% |
| 1Y | -10.1% | +177.9% | -188.0% | -17.9% |
| 3Y | +33.0% | +199.1% | -166.0% | +19.5% |
| 5Y | -40.0% | +250.7% | -290.7% | -49.7% |
| All | -29.3% | +232.7% | -262.0% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling