+1,671.0%
DIS vs ROL
+9,745.6%
-8,074.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | +10.3% | +20.6% | -10.3% | +3.7% |
| 3M | +15.6% | +4.5% | +11.1% | +13.5% |
| 6M | +15.1% | -26.5% | +41.6% | +26.4% |
| YTD | +6.0% | -34.8% | +40.8% | +20.8% |
| 1Y | +5.7% | -33.2% | +38.9% | +19.5% |
| 3Y | +39.8% | +4.5% | +35.3% | +34.6% |
| 5Y | -23.9% | +15.5% | -39.4% | -30.2% |
| 10Y | +32.9% | +217.2% | -184.3% | -17.7% |
| All | +1,671.0% | +9,745.6% | -8,074.7% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling