+1,635.0%
DIS vs ROL
+9,768.6%
-8,133.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.8% |
| 7D | +5.7% | +11.7% | -6.0% | +1.9% |
| 30D | +12.7% | +27.7% | -15.0% | +3.9% |
| 3M | +15.2% | +3.7% | +11.5% | +13.4% |
| 6M | +17.6% | -27.8% | +45.3% | +29.8% |
| YTD | +3.8% | -34.7% | +38.5% | +18.3% |
| 1Y | +6.8% | -34.1% | +40.9% | +21.3% |
| 3Y | +42.1% | +5.9% | +36.2% | +36.2% |
| 5Y | -31.2% | +15.6% | -46.8% | -36.9% |
| 10Y | +37.6% | +226.5% | -188.9% | -15.6% |
| All | +1,635.0% | +9,768.6% | -8,133.6% | +237.4% |
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