-10.1%
DIS vs RSP
+18.9%
-29.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -2.6% | -0.8% | -1.8% | -1.8% |
| 30D | +3.5% | -0.3% | +3.8% | +3.9% |
| 3M | +6.8% | +4.3% | +2.5% | +2.0% |
| 6M | +3.0% | +8.8% | -5.8% | -6.0% |
| YTD | -6.7% | +15.3% | -22.0% | -19.5% |
| 1Y | -10.1% | +18.3% | -28.4% | -24.1% |
| All | -10.1% | +18.9% | -29.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 1y: compounded portfolio wealth divided by compounded RSP 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…
1y analysis · Full analysis span regression · 6 months rolling