+8.3%
DIS vs RVMD
+244.4%
-236.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +4.1% |
| 7D | +9.1% | +5.8% | +3.3% | +9.0% |
| 30D | +14.8% | -3.8% | +18.6% | +14.9% |
| 3M | +21.2% | +3.2% | +17.9% | +20.9% |
| 6M | +18.3% | +35.0% | -16.7% | +16.7% |
| YTD | +5.4% | +150.7% | -145.4% | +3.0% |
| 1Y | +8.3% | +241.0% | -232.7% | -3.4% |
| All | +8.3% | +244.4% | -236.1% | -3.4% |
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