+37.2%
DIS vs RSG
+66.5%
-29.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | +2.5% | -0.6% | +1.3% |
| 30D | +9.2% | +12.7% | -3.6% | +6.3% |
| 3M | +13.5% | +17.9% | -4.4% | +9.4% |
| 6M | +14.3% | +25.0% | -10.7% | +8.9% |
| YTD | +5.4% | +20.8% | -15.4% | +0.9% |
| 1Y | +12.2% | +24.3% | -12.1% | +6.6% |
| 3Y | +37.2% | +65.3% | -28.1% | +31.0% |
| All | +37.2% | +66.5% | -29.3% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling