+15.1%
DIS vs RVMD
+26.8%
-11.6%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.3% |
| 7D | +0.6% | -9.5% | +10.1% | +0.5% |
| 30D | +10.3% | -6.8% | +17.1% | +10.2% |
| 3M | +15.6% | -12.1% | +27.7% | +14.7% |
| 6M | +15.1% | +25.4% | -10.2% | +11.7% |
| All | +15.1% | +26.8% | -11.6% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling