+32.9%
DIS vs ROP
+183.0%
-150.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | +0.6% | -2.9% | +3.5% | +2.1% |
| 30D | +10.3% | +30.1% | -19.8% | -4.1% |
| 3M | +15.6% | +19.9% | -4.3% | +4.5% |
| 6M | +15.1% | +46.0% | -30.9% | -7.1% |
| YTD | +6.0% | +8.4% | -2.4% | -0.1% |
| 1Y | +5.7% | +8.8% | -3.1% | -0.6% |
| 3Y | +39.8% | -5.6% | +45.4% | +40.1% |
| 5Y | -23.9% | +3.0% | -26.9% | -28.6% |
| 10Y | +32.9% | +184.0% | -151.1% | -17.7% |
| All | +32.9% | +183.0% | -150.1% | -17.7% |
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