+34.2%
DIS vs ROL
+216.1%
-181.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | +5.2% | +9.5% | -4.3% | +2.6% |
| 30D | +11.5% | +22.9% | -11.5% | +5.1% |
| 3M | +11.5% | +3.5% | +8.0% | +10.2% |
| 6M | +8.9% | -29.4% | +38.3% | +19.5% |
| YTD | +3.4% | -36.1% | +39.5% | +16.6% |
| 1Y | +7.2% | -34.4% | +41.5% | +20.0% |
| 3Y | +43.3% | +4.0% | +39.3% | +39.3% |
| 5Y | -31.4% | +13.2% | -44.7% | -36.0% |
| All | +34.2% | +216.1% | -181.9% | -2.8% |
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