-21.4%
DIS vs ROIV
+248.8%
-270.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.8% | -1.1% |
| 7D | +5.7% | -2.4% | +8.1% | +5.9% |
| 30D | +12.7% | +3.1% | +9.6% | +12.4% |
| 3M | +15.2% | +5.8% | +9.4% | +14.4% |
| 6M | +17.6% | +29.3% | -11.8% | +14.4% |
| YTD | +3.8% | +68.8% | -64.9% | -1.4% |
| 1Y | +6.8% | +81.0% | -74.2% | +0.8% |
| 3Y | +42.1% | +294.6% | -252.5% | +25.4% |
| 5Y | -31.2% | +373.1% | -404.3% | -44.8% |
| All | -21.4% | +248.8% | -270.1% | -34.0% |
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