+1,458.7%
DIS vs ROST
+70,186.3%
-68,727.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | +6.8% | -0.8% | +7.6% | +6.9% |
| 6M | +3.0% | +8.5% | -5.5% | +0.7% |
| YTD | -6.7% | +28.6% | -35.3% | -12.5% |
| 1Y | -10.1% | +52.3% | -62.4% | -19.0% |
| 3Y | +33.0% | +94.8% | -61.8% | +12.5% |
| 5Y | -40.0% | +110.8% | -150.8% | -50.8% |
| 10Y | +21.1% | +304.5% | -283.5% | -14.9% |
| All | +1,458.7% | +70,186.3% | -68,727.6% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling