-22.5%
DIS vs ROST
+109.2%
-131.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.5% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +9.2% | +0.5% | +8.7% | +8.8% |
| 3M | +13.5% | -5.2% | +18.8% | +15.6% |
| 6M | +14.3% | +9.8% | +4.4% | +9.3% |
| YTD | +5.4% | +29.4% | -24.0% | -6.0% |
| 1Y | +12.2% | +44.4% | -32.2% | -4.4% |
| 3Y | +37.2% | +95.0% | -57.8% | +1.3% |
| All | -22.5% | +109.2% | -131.8% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling