-10.1%
DIS vs ROST
+54.0%
-64.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.6% | +0.9% | -3.5% | -2.8% |
| 30D | +3.5% | -8.9% | +12.4% | +5.9% |
| 3M | +6.8% | -0.8% | +7.6% | +7.1% |
| 6M | +3.0% | +8.5% | -5.5% | +1.0% |
| YTD | -6.7% | +28.6% | -35.3% | -12.5% |
| 1Y | -10.1% | +52.3% | -62.4% | -20.4% |
| All | -10.1% | +54.0% | -64.1% | -20.4% |
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