-10.0%
DIS vs RVMD
+403.7%
-413.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -3.5% | -0.7% | -2.8% | -3.5% |
| 30D | +1.0% | +0.3% | +0.6% | +0.9% |
| 3M | +5.7% | +38.9% | -33.2% | +4.1% |
| 6M | +3.3% | +108.1% | -104.9% | -0.5% |
| YTD | -7.7% | +160.7% | -168.5% | -11.3% |
| 1Y | -10.0% | +407.3% | -417.2% | -19.0% |
| All | -10.0% | +403.7% | -413.7% | -19.0% |
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