+22.0%
DIS vs ROL
+213.5%
-191.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.6% | -1.4% | -1.2% | -2.2% |
| 30D | +3.5% | -4.1% | +7.6% | +4.7% |
| 3M | +6.8% | -22.5% | +29.3% | +14.6% |
| 6M | +3.0% | -37.7% | +40.6% | +17.3% |
| YTD | -6.7% | -39.6% | +32.8% | +7.1% |
| 1Y | -10.1% | -36.0% | +25.9% | +1.4% |
| 3Y | +33.0% | -5.1% | +38.2% | +32.7% |
| 5Y | -40.0% | -3.4% | -36.6% | -41.5% |
| All | +22.0% | +213.5% | -191.6% | -16.2% |
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