-31.2%
DIS vs RY
+123.7%
-155.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.4% |
| 7D | +5.2% | -0.9% | +6.1% | +5.9% |
| 30D | +11.5% | +5.9% | +5.6% | +7.3% |
| 3M | +11.5% | -4.3% | +15.8% | +14.5% |
| 6M | +8.9% | +12.1% | -3.2% | -0.2% |
| YTD | +3.4% | +20.3% | -16.9% | -9.9% |
| 1Y | +7.2% | +41.0% | -33.8% | -16.6% |
| 3Y | +43.3% | +157.5% | -114.2% | -30.4% |
| All | -31.2% | +123.7% | -155.0% | -62.9% |
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