+7.7%
DIS vs RSP
+19.2%
-11.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.4% | +0.7% | +3.7% | +3.5% |
| 30D | +10.3% | +3.7% | +6.6% | +6.1% |
| 3M | +15.5% | +0.7% | +14.9% | +14.8% |
| 6M | +11.2% | +9.0% | +2.2% | +0.3% |
| YTD | +5.6% | +16.7% | -11.1% | -11.2% |
| 1Y | +7.7% | +19.0% | -11.2% | -11.7% |
| All | +7.7% | +19.2% | -11.4% | -11.7% |
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