+7.7%
DIS vs RVMD
+212.7%
-205.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.2% |
| 7D | +4.4% | -0.6% | +5.0% | +4.4% |
| 30D | +10.3% | +1.7% | +8.6% | +10.2% |
| 3M | +15.5% | -6.7% | +22.3% | +15.6% |
| 6M | +11.2% | +36.1% | -24.9% | +9.6% |
| YTD | +5.6% | +142.4% | -136.8% | +3.3% |
| 1Y | +7.7% | +207.8% | -200.0% | -1.0% |
| All | +7.7% | +212.7% | -205.0% | -1.0% |
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