+43.3%
DIS vs ROK
+49.7%
-6.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +5.2% | -13.8% | +19.1% | +10.0% |
| 30D | +11.5% | -14.9% | +26.4% | +16.8% |
| 3M | +11.5% | -14.7% | +26.2% | +16.6% |
| 6M | +8.9% | -17.7% | +26.5% | +14.2% |
| YTD | +3.4% | -2.5% | +5.9% | +0.9% |
| 1Y | +7.2% | +2.3% | +4.9% | +2.6% |
| 3Y | +43.3% | +52.7% | -9.4% | +12.1% |
| All | +43.3% | +49.7% | -6.4% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling