+39.3%
DIS vs ROP
-5.2%
+44.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | +10.3% | +30.3% | -20.0% | +1.2% |
| 3M | +15.5% | +17.8% | -2.2% | +9.5% |
| 6M | +11.2% | +38.9% | -27.7% | -0.6% |
| YTD | +5.6% | +7.6% | -2.0% | +3.8% |
| 1Y | +7.7% | +6.5% | +1.2% | +6.4% |
| 3Y | +39.3% | -6.3% | +45.6% | +49.2% |
| All | +39.3% | -5.2% | +44.5% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling