-41.1%
DIS vs ROK
+46.3%
-87.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | -2.6% | +0.7% | -3.3% | -2.9% |
| 30D | +3.5% | -3.3% | +6.8% | +4.7% |
| 3M | +6.8% | -5.9% | +12.7% | +8.4% |
| 6M | +3.0% | +13.9% | -10.9% | -3.9% |
| YTD | -6.7% | +12.6% | -19.3% | -12.8% |
| 1Y | -10.1% | +28.6% | -38.7% | -20.7% |
| 3Y | +33.0% | +45.1% | -12.1% | +7.5% |
| All | -41.1% | +46.3% | -87.4% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling