-23.9%
DIS vs ROL
+14.4%
-38.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +10.3% | +20.6% | -10.3% | +4.2% |
| 3M | +15.6% | +4.5% | +11.1% | +13.9% |
| 6M | +15.1% | -26.5% | +41.6% | +25.9% |
| YTD | +6.0% | -34.8% | +40.8% | +20.1% |
| 1Y | +5.7% | -33.2% | +38.9% | +18.8% |
| 3Y | +39.8% | +4.5% | +35.3% | +34.7% |
| 5Y | -23.9% | +15.5% | -39.4% | -31.9% |
| All | -23.9% | +14.4% | -38.3% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling