+749.7%
DIS vs RY
+11,266.1%
-10,516.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | +0.1% |
| 7D | +5.7% | -1.1% | +6.8% | +6.3% |
| 30D | +12.7% | +4.4% | +8.3% | +10.0% |
| 3M | +15.2% | -2.9% | +18.1% | +16.8% |
| 6M | +17.6% | +15.6% | +2.0% | +8.3% |
| YTD | +3.8% | +21.8% | -18.0% | -7.3% |
| 1Y | +6.8% | +42.6% | -35.8% | -12.4% |
| 3Y | +42.1% | +160.9% | -118.8% | -16.6% |
| 5Y | -31.2% | +126.1% | -157.2% | -56.3% |
| 10Y | +37.6% | +371.7% | -334.1% | -40.2% |
| All | +749.7% | +11,266.1% | -10,516.3% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling