+2.8%
DIS vs ROK
+4.1%
-1.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.9% | +6.1% | -5.2% | -0.3% |
| 30D | +8.9% | -6.5% | +15.4% | +9.9% |
| 3M | +14.5% | -10.2% | +24.7% | +16.6% |
| 6M | +12.2% | -10.6% | +22.9% | +13.0% |
| YTD | +4.7% | +4.9% | -0.2% | -2.2% |
| 1Y | +2.8% | +3.8% | -1.0% | -4.1% |
| All | +2.8% | +4.1% | -1.2% | -4.1% |
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