+23.5%
DIS vs RSG
+428.9%
-405.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +3.2% | +4.0% | -0.7% | +1.2% |
| 3M | +7.0% | +7.4% | -0.4% | +3.0% |
| 6M | +6.4% | +0.1% | +6.3% | +5.7% |
| YTD | -5.6% | +6.0% | -11.6% | -9.2% |
| 1Y | -7.7% | -3.0% | -4.7% | -7.1% |
| 3Y | +33.2% | +56.5% | -23.3% | -0.4% |
| 5Y | -40.3% | +90.9% | -131.2% | -61.5% |
| All | +23.5% | +428.9% | -405.4% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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