+1,628.0%
DIS vs ROK
+13,716.9%
-12,088.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +5.2% | -13.8% | +19.1% | +10.9% |
| 30D | +11.5% | -14.9% | +26.4% | +17.9% |
| 3M | +11.5% | -14.7% | +26.2% | +17.5% |
| 6M | +8.9% | -17.7% | +26.5% | +15.4% |
| YTD | +3.4% | -2.5% | +5.9% | +2.0% |
| 1Y | +7.2% | +2.3% | +4.9% | +3.7% |
| 3Y | +43.3% | +52.7% | -9.4% | +15.3% |
| 5Y | -31.4% | +20.5% | -52.0% | -40.8% |
| 10Y | +37.1% | +284.0% | -246.9% | -27.2% |
| All | +1,628.0% | +13,716.9% | -12,088.9% | +137.3% |
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