+8.3%
DIS vs ROST
+54.7%
-46.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -1.9% | +2.6% |
| 7D | +9.1% | +7.8% | +1.3% | +7.0% |
| 30D | +14.8% | +8.6% | +6.2% | +12.4% |
| 3M | +21.2% | -1.9% | +23.1% | +21.5% |
| 6M | +18.3% | +9.1% | +9.2% | +15.8% |
| YTD | +5.4% | +37.2% | -31.9% | -2.3% |
| 1Y | +8.3% | +52.7% | -44.5% | -3.7% |
| All | +8.3% | +54.7% | -46.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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