+1,628.0%
DIS vs RVTY
+2,899.1%
-1,271.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.2% |
| 7D | +5.2% | -1.2% | +6.4% | +5.4% |
| 30D | +11.5% | +1.0% | +10.4% | +10.8% |
| 3M | +11.5% | +35.8% | -24.3% | +2.0% |
| 6M | +8.9% | +56.7% | -47.8% | -4.8% |
| YTD | +3.4% | +60.7% | -57.3% | -10.6% |
| 1Y | +7.2% | +73.7% | -66.5% | -9.4% |
| 3Y | +43.3% | +82.8% | -39.4% | +16.9% |
| 5Y | -31.4% | -7.0% | -24.4% | -34.1% |
| 10Y | +37.1% | +212.3% | -175.2% | -7.4% |
| All | +1,628.0% | +2,899.1% | -1,271.0% | +440.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling