+43.3%
DIS vs ROL
+3.8%
+39.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | +5.2% | +9.5% | -4.3% | +2.8% |
| 30D | +11.5% | +22.9% | -11.5% | +5.6% |
| 3M | +11.5% | +3.5% | +8.0% | +10.4% |
| 6M | +8.9% | -29.4% | +38.3% | +19.0% |
| YTD | +3.4% | -36.1% | +39.5% | +16.0% |
| 1Y | +7.2% | -34.4% | +41.5% | +19.5% |
| 3Y | +43.3% | +4.0% | +39.3% | +55.7% |
| All | +43.3% | +3.8% | +39.5% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling