+21.9%
DIS vs RY
+373.9%
-352.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | -2.6% | +3.1% | -5.7% | -4.7% |
| 30D | +3.5% | -0.3% | +3.8% | +3.6% |
| 3M | +6.8% | +8.7% | -1.8% | 0.0% |
| 6M | +3.0% | +28.5% | -25.6% | -14.8% |
| YTD | -6.7% | +25.1% | -31.8% | -21.5% |
| 1Y | -10.1% | +46.3% | -56.4% | -32.7% |
| 3Y | +33.0% | +154.9% | -121.9% | -35.7% |
| 5Y | -40.0% | +140.3% | -180.3% | -69.7% |
| All | +21.9% | +373.9% | -352.1% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling