+32.8%
DIS vs RVMD
+545.7%
-512.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | +0.1% | +1.1% | -0.9% | 0.0% |
| 3M | +7.1% | +39.6% | -32.5% | +4.4% |
| 6M | +4.3% | +110.7% | -106.4% | -2.0% |
| YTD | -6.9% | +160.3% | -167.2% | -14.4% |
| 1Y | -10.3% | +404.9% | -415.2% | -22.5% |
| 3Y | +32.8% | +545.5% | -512.6% | +15.9% |
| All | +32.8% | +545.7% | -512.8% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling