-41.5%
DIS vs RVMD
+570.7%
-612.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | +0.1% | +1.1% | -0.9% | -0.1% |
| 3M | +7.1% | +39.6% | -32.5% | +3.1% |
| 6M | +4.3% | +110.7% | -106.4% | -4.9% |
| YTD | -6.9% | +160.3% | -167.2% | -17.9% |
| 1Y | -10.3% | +404.9% | -415.2% | -27.3% |
| 3Y | +32.8% | +545.5% | -512.6% | +1.3% |
| 5Y | -41.5% | +584.7% | -626.2% | -59.7% |
| All | -41.5% | +570.7% | -612.2% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling