-41.1%
DIS vs RVTY
-30.5%
-10.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.6% | +1.1% | -3.7% | -2.9% |
| 30D | +3.5% | +13.2% | -9.7% | -0.5% |
| 3M | +6.8% | +27.2% | -20.4% | -1.5% |
| 6M | +3.0% | +32.4% | -29.4% | -6.8% |
| YTD | -6.7% | +34.9% | -41.6% | -16.2% |
| 1Y | -10.1% | +52.4% | -62.4% | -22.9% |
| 3Y | +33.0% | +12.3% | +20.8% | +22.8% |
| All | -41.1% | -30.5% | -10.5% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling