-10.1%
DIS vs RVMD
+430.6%
-440.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -2.6% | +1.0% | -3.6% | -2.6% |
| 30D | +3.5% | +6.4% | -3.0% | +3.2% |
| 3M | +6.8% | +34.9% | -28.1% | +5.4% |
| 6M | +3.0% | +107.6% | -104.6% | -0.7% |
| YTD | -6.7% | +163.7% | -170.4% | -10.3% |
| 1Y | -10.1% | +439.2% | -449.3% | -19.4% |
| All | -10.1% | +430.6% | -440.7% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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