+1,671.0%
DIS vs ROK
+14,831.9%
-13,160.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.5% |
| 7D | +0.6% | -8.5% | +9.1% | +3.6% |
| 30D | +10.3% | -6.4% | +16.7% | +12.4% |
| 3M | +15.6% | -8.8% | +24.4% | +18.7% |
| 6M | +15.1% | -10.5% | +25.6% | +18.1% |
| YTD | +6.0% | +5.4% | +0.6% | +1.4% |
| 1Y | +5.7% | +5.0% | +0.7% | +1.2% |
| 3Y | +39.8% | +64.3% | -24.5% | +9.3% |
| 5Y | -23.9% | +34.0% | -57.8% | -36.9% |
| 10Y | +32.9% | +268.2% | -235.2% | -28.3% |
| All | +1,671.0% | +14,831.9% | -13,160.9% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling