+31.9%
DIS vs RY
+351.1%
-319.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.9% | +0.6% | +1.3% | +1.5% |
| 30D | +9.2% | +5.0% | +4.1% | +5.3% |
| 3M | +13.5% | -5.3% | +18.8% | +17.7% |
| 6M | +14.3% | +13.8% | +0.5% | +3.1% |
| YTD | +5.4% | +21.0% | -15.6% | -9.3% |
| 1Y | +12.2% | +40.5% | -28.3% | -13.8% |
| 3Y | +37.2% | +159.7% | -122.5% | -34.9% |
| 5Y | -23.1% | +124.3% | -147.5% | -59.3% |
| All | +31.9% | +351.1% | -319.2% | -54.0% |
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