-10.3%
DIS vs ROK
+26.1%
-36.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | 0.0% |
| 7D | -1.1% | +2.8% | -3.9% | -1.8% |
| 30D | +0.1% | -2.4% | +2.5% | +0.7% |
| 3M | +7.1% | -4.7% | +11.8% | +7.2% |
| 6M | +4.3% | +16.8% | -12.5% | -4.0% |
| YTD | -6.9% | +11.4% | -18.3% | -13.0% |
| 1Y | -10.3% | +26.2% | -36.5% | -19.9% |
| All | -10.3% | +26.1% | -36.4% | -19.9% |
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