-12.7%
DIS vs RVMD
+584.4%
-597.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.5% |
| 7D | +4.4% | -0.6% | +5.0% | +4.4% |
| 30D | +10.3% | +1.7% | +8.6% | +9.9% |
| 3M | +15.5% | -6.7% | +22.3% | +16.0% |
| 6M | +11.2% | +36.1% | -24.9% | +6.2% |
| YTD | +5.6% | +142.4% | -136.8% | -8.4% |
| 1Y | +7.7% | +207.8% | -200.0% | -9.7% |
| 3Y | +39.3% | +879.5% | -840.2% | -3.0% |
| 5Y | -29.5% | +509.0% | -538.5% | -51.7% |
| All | -12.7% | +584.4% | -597.1% | -48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling