+8.3%
DIS vs RSP
+21.9%
-13.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +2.1% |
| 7D | +9.1% | +2.7% | +6.4% | +6.0% |
| 30D | +14.8% | +5.8% | +9.0% | +8.1% |
| 3M | +21.2% | +1.8% | +19.4% | +19.0% |
| 6M | +18.3% | +11.6% | +6.7% | +4.1% |
| YTD | +5.4% | +18.0% | -12.6% | -12.3% |
| 1Y | +8.3% | +21.8% | -13.6% | -13.9% |
| All | +8.3% | +21.9% | -13.6% | -13.9% |
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