+1,671.0%
DIS vs RVTY
+2,959.8%
-1,288.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +10.3% | +1.7% | +8.5% | +9.5% |
| 3M | +15.6% | +36.8% | -21.2% | +5.5% |
| 6M | +15.1% | +60.1% | -45.0% | +0.1% |
| YTD | +6.0% | +64.0% | -58.0% | -8.9% |
| 1Y | +5.7% | +68.2% | -62.5% | -9.9% |
| 3Y | +39.8% | +88.8% | -49.0% | +13.1% |
| 5Y | -23.9% | -10.5% | -13.3% | -26.1% |
| 10Y | +32.9% | +219.7% | -186.7% | -10.7% |
| All | +1,671.0% | +2,959.8% | -1,288.8% | +450.8% |
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