+302.0%
DIS vs RSG
+2,015.2%
-1,713.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.4% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | +3.5% | +7.6% | -4.1% | +1.0% |
| 3M | +6.8% | +7.4% | -0.6% | +4.1% |
| 6M | +3.0% | -3.3% | +6.3% | +3.7% |
| YTD | -6.7% | +6.0% | -12.7% | -9.0% |
| 1Y | -10.1% | -3.7% | -6.4% | -9.5% |
| 3Y | +33.0% | +59.1% | -26.1% | +12.1% |
| 5Y | -40.0% | +89.0% | -129.0% | -52.7% |
| 10Y | +21.1% | +412.5% | -391.5% | -30.2% |
| All | +302.0% | +2,015.2% | -1,713.2% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling