+36.6%
DIS vs ROP
+189.6%
-153.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.6% |
| 7D | +5.3% | -1.6% | +7.0% | +6.2% |
| 30D | +10.2% | +29.5% | -19.3% | -3.9% |
| 3M | +13.5% | +17.5% | -4.0% | +3.8% |
| 6M | +11.1% | +38.1% | -26.9% | -7.6% |
| YTD | +5.5% | +7.0% | -1.5% | +0.1% |
| 1Y | +9.1% | +6.5% | +2.6% | +3.8% |
| 3Y | +36.0% | -5.5% | +41.5% | +36.0% |
| 5Y | -29.8% | -0.4% | -29.5% | -32.9% |
| 10Y | +36.6% | +183.6% | -147.0% | -12.1% |
| All | +36.6% | +189.6% | -153.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling