+37.2%
DIS vs ROST
+94.3%
-57.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.4% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +9.2% | +0.5% | +8.7% | +8.9% |
| 3M | +13.5% | -5.2% | +18.8% | +15.3% |
| 6M | +14.3% | +9.8% | +4.4% | +10.2% |
| YTD | +5.4% | +29.4% | -24.0% | -4.2% |
| 1Y | +12.2% | +44.4% | -32.2% | -2.2% |
| 3Y | +37.2% | +95.0% | -57.8% | +11.0% |
| All | +37.2% | +94.3% | -57.1% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling