+8.3%
DIS vs RVTY
+74.0%
-65.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.6% |
| 7D | +9.1% | -3.6% | +12.7% | +9.8% |
| 30D | +14.8% | +1.4% | +13.4% | +14.2% |
| 3M | +21.2% | +43.2% | -22.0% | +11.6% |
| 6M | +18.3% | +84.5% | -66.2% | +0.3% |
| YTD | +5.4% | +65.2% | -59.8% | -7.0% |
| 1Y | +8.3% | +74.3% | -66.1% | -6.5% |
| All | +8.3% | +74.0% | -65.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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