+36.3%
DIS vs ROL
+211.1%
-174.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.4% | +3.4% | +1.0% | +3.4% |
| 30D | +10.3% | +20.8% | -10.4% | +4.6% |
| 3M | +15.5% | +3.7% | +11.8% | +14.1% |
| 6M | +11.2% | -27.7% | +38.9% | +21.3% |
| YTD | +5.6% | -34.9% | +40.5% | +18.5% |
| 1Y | +7.7% | -33.3% | +41.1% | +20.1% |
| 3Y | +39.3% | +4.3% | +35.0% | +35.3% |
| 5Y | -29.5% | +15.0% | -44.5% | -34.5% |
| 10Y | +36.3% | +214.7% | -178.4% | -3.9% |
| All | +36.3% | +211.1% | -174.8% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling