+43.9%
DIS vs RSP
+60.7%
-16.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | +1.6% |
| 7D | +5.7% | -1.4% | +7.1% | +7.3% |
| 30D | +12.7% | +2.1% | +10.5% | +10.2% |
| 3M | +15.2% | -0.9% | +16.1% | +16.3% |
| 6M | +17.6% | +7.5% | +10.0% | +8.7% |
| YTD | +3.8% | +14.6% | -10.7% | -10.1% |
| 1Y | +6.8% | +17.6% | -10.8% | -10.1% |
| All | +43.9% | +60.7% | -16.8% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling