+36.6%
DIS vs RVTY
+217.6%
-181.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +0.9% |
| 7D | +5.3% | +6.0% | -0.7% | +3.3% |
| 30D | +10.2% | +4.3% | +6.0% | +8.5% |
| 3M | +13.5% | +40.2% | -26.7% | +1.6% |
| 6M | +11.1% | +59.3% | -48.2% | -5.2% |
| YTD | +5.5% | +66.5% | -61.0% | -11.8% |
| 1Y | +9.1% | +77.5% | -68.4% | -10.8% |
| 3Y | +36.0% | +92.5% | -56.5% | +4.8% |
| 5Y | -29.8% | -6.8% | -23.0% | -32.9% |
| 10Y | +36.6% | +225.4% | -188.8% | -14.5% |
| All | +36.6% | +217.6% | -181.0% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling