-13.5%
DIS vs RVMD
+525.1%
-538.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | +0.9% | -0.7% | +1.6% | +0.9% |
| 30D | +8.9% | -6.4% | +15.3% | +9.5% |
| 3M | +14.5% | -14.1% | +28.6% | +16.2% |
| 6M | +12.2% | +21.0% | -8.8% | +8.7% |
| YTD | +4.7% | +121.4% | -116.7% | -8.2% |
| 1Y | +2.8% | +167.9% | -165.1% | -12.3% |
| 3Y | +38.1% | +794.7% | -756.6% | -2.8% |
| 5Y | -23.6% | +437.2% | -460.8% | -46.7% |
| All | -13.5% | +525.1% | -538.6% | -48.1% |
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