+12.2%
DIS vs ROP
+6.9%
+5.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | +9.2% | +28.8% | -19.6% | +3.1% |
| 3M | +13.5% | +21.1% | -7.5% | +8.9% |
| 6M | +14.3% | +52.5% | -38.3% | +4.0% |
| YTD | +5.4% | +8.9% | -3.5% | +4.2% |
| 1Y | +12.2% | +8.2% | +3.9% | +11.6% |
| All | +12.2% | +6.9% | +5.3% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling