-31.2%
DIS vs RY
+124.6%
-155.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | +0.4% |
| 7D | +5.7% | -1.1% | +6.8% | +6.5% |
| 30D | +12.7% | +4.4% | +8.3% | +9.4% |
| 3M | +15.2% | -2.9% | +18.1% | +17.2% |
| 6M | +17.6% | +15.6% | +2.0% | +5.6% |
| YTD | +3.8% | +21.8% | -18.0% | -10.3% |
| 1Y | +6.8% | +42.6% | -35.8% | -17.5% |
| 3Y | +42.1% | +160.9% | -118.8% | -31.6% |
| 5Y | -31.2% | +126.1% | -157.2% | -63.0% |
| All | -31.2% | +124.6% | -155.8% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling