+8.3%
DIS vs ROK
+25.3%
-17.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.3% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | +14.8% | -2.5% | +17.3% | +15.4% |
| 3M | +21.2% | 0.0% | +21.2% | +21.0% |
| 6M | +18.3% | +11.6% | +6.7% | +11.6% |
| YTD | +5.4% | +15.2% | -9.8% | -2.5% |
| 1Y | +8.3% | +25.0% | -16.7% | -5.1% |
| All | +8.3% | +25.3% | -17.0% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling