+7.7%
DIS vs RVTY
+74.8%
-67.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +4.4% | -2.7% | +7.1% | +4.9% |
| 30D | +10.3% | +3.2% | +7.1% | +9.3% |
| 3M | +15.5% | +37.2% | -21.7% | +7.5% |
| 6M | +11.2% | +57.7% | -46.5% | -0.8% |
| YTD | +5.6% | +64.8% | -59.3% | -6.6% |
| 1Y | +7.7% | +72.8% | -65.1% | -6.0% |
| All | +7.7% | +74.8% | -67.1% | -6.0% |
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