-22.5%
DIS vs RVTY
-15.1%
-7.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.1% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +9.2% | +1.5% | +7.6% | +8.3% |
| 3M | +13.5% | +31.5% | -17.9% | +3.6% |
| 6M | +14.3% | +62.7% | -48.4% | -3.3% |
| YTD | +5.4% | +60.0% | -54.6% | -10.9% |
| 1Y | +12.2% | +65.7% | -53.5% | -6.5% |
| 3Y | +37.2% | +85.2% | -48.0% | +5.4% |
| All | -22.5% | -15.1% | -7.5% | -25.0% |
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 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