+663.4%
DIS vs RY
+11,573.6%
-10,910.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | -2.6% | +3.1% | -5.7% | -4.2% |
| 30D | +3.5% | -0.3% | +3.8% | +3.6% |
| 3M | +6.8% | +8.7% | -1.8% | +1.8% |
| 6M | +3.0% | +28.5% | -25.6% | -10.4% |
| YTD | -6.7% | +25.1% | -31.8% | -17.8% |
| 1Y | -10.1% | +46.3% | -56.4% | -27.2% |
| 3Y | +33.0% | +154.9% | -121.9% | -20.9% |
| 5Y | -40.0% | +140.3% | -180.3% | -63.1% |
| 10Y | +21.1% | +377.0% | -356.0% | -47.7% |
| All | +663.4% | +11,573.6% | -10,910.3% | -2.9% |
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 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