+12.2%
DIS vs RVMD
+162.9%
-150.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | +1.9% | -10.4% | +12.3% | +2.1% |
| 30D | +9.2% | -11.0% | +20.1% | +9.4% |
| 3M | +13.5% | -14.7% | +28.2% | +13.7% |
| 6M | +14.3% | +14.9% | -0.6% | +13.4% |
| YTD | +5.4% | +116.3% | -110.9% | +5.3% |
| 1Y | +12.2% | +167.6% | -155.5% | +14.9% |
| All | +12.2% | +162.9% | -150.8% | +14.9% |
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