+1,156.6%
DIS vs ROP
+25,523.2%
-24,366.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.8% | -0.7% |
| 7D | -2.6% | -4.4% | +1.9% | -1.3% |
| 30D | +3.5% | +3.2% | +0.3% | +2.5% |
| 3M | +6.8% | +23.1% | -16.2% | +0.2% |
| 6M | +3.0% | +13.3% | -10.3% | -1.2% |
| YTD | -6.7% | -7.9% | +1.1% | -5.3% |
| 1Y | -10.1% | -22.1% | +12.0% | -4.2% |
| 3Y | +33.0% | -16.8% | +49.8% | +38.5% |
| 5Y | -40.0% | -13.5% | -26.5% | -38.3% |
| 10Y | +21.1% | +137.7% | -116.6% | -5.1% |
| All | +1,156.6% | +25,523.2% | -24,366.6% | +474.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling