+12.2%
DIS vs ROL
-31.8%
+44.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.2% |
| 7D | +1.9% | +3.0% | -1.1% | +1.0% |
| 30D | +9.2% | +19.8% | -10.6% | +3.5% |
| 3M | +13.5% | +7.9% | +5.6% | +11.3% |
| 6M | +14.3% | -25.6% | +39.9% | +26.3% |
| YTD | +5.4% | -34.1% | +39.5% | +23.6% |
| 1Y | +12.2% | -31.4% | +43.5% | +31.0% |
| All | +12.2% | -31.8% | +44.0% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling