+7.7%
DIS vs ROK
+6.7%
+1.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | +4.4% | -11.0% | +15.4% | +6.5% |
| 30D | +10.3% | -8.2% | +18.5% | +11.7% |
| 3M | +15.5% | -8.5% | +24.0% | +16.9% |
| 6M | +11.2% | -12.0% | +23.2% | +12.2% |
| YTD | +5.6% | +3.1% | +2.5% | -1.1% |
| 1Y | +7.7% | +2.9% | +4.9% | +0.4% |
| All | +7.7% | +6.7% | +1.1% | +0.4% |
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