+37.2%
DIS vs ROK
+63.3%
-26.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | +1.9% | +7.1% | -5.2% | -0.4% |
| 30D | +9.2% | -5.0% | +14.1% | +10.3% |
| 3M | +13.5% | -9.4% | +22.9% | +16.4% |
| 6M | +14.3% | -11.0% | +25.3% | +16.8% |
| YTD | +5.4% | +4.4% | +0.9% | +0.5% |
| 1Y | +12.2% | +7.4% | +4.7% | +5.7% |
| 3Y | +37.2% | +61.0% | -23.8% | +3.4% |
| All | +37.2% | +63.3% | -26.1% | +3.4% |
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 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