+31.0%
DIS vs ROST
+310.3%
-279.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | +0.9% | +0.9% | 0.0% | +0.5% |
| 30D | +8.9% | +5.1% | +3.8% | +6.5% |
| 3M | +14.5% | -4.3% | +18.8% | +16.3% |
| 6M | +12.2% | +9.4% | +2.8% | +7.1% |
| YTD | +4.7% | +32.5% | -27.8% | -8.2% |
| 1Y | +2.8% | +46.9% | -44.1% | -13.9% |
| 3Y | +38.1% | +98.1% | -60.0% | -0.2% |
| 5Y | -23.6% | +116.9% | -140.6% | -48.7% |
| All | +31.0% | +310.3% | -279.2% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling