-31.9%
DIS vs RSP
+45.0%
-76.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +5.2% | -1.0% | +6.3% | +6.5% |
| 30D | +11.5% | +2.6% | +8.9% | +8.3% |
| 3M | +11.5% | -0.8% | +12.3% | +12.5% |
| 6M | +8.9% | +6.3% | +2.6% | +1.4% |
| YTD | +3.4% | +14.1% | -10.7% | -11.0% |
| 1Y | +7.2% | +18.0% | -10.8% | -11.2% |
| 3Y | +43.3% | +61.0% | -17.7% | -17.2% |
| All | -31.9% | +45.0% | -76.9% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling