-8.5%
DIS vs RPRX
+57.8%
-66.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.0% | +0.9% |
| 7D | -1.1% | -2.8% | +1.7% | -0.5% |
| 30D | +0.1% | +7.2% | -7.0% | -1.4% |
| 3M | +7.1% | +10.9% | -3.8% | +4.6% |
| 6M | +4.3% | +34.6% | -30.3% | -2.4% |
| YTD | -6.9% | +59.0% | -65.9% | -16.0% |
| 1Y | -10.3% | +72.5% | -82.8% | -20.7% |
| 3Y | +32.8% | +124.1% | -91.3% | +10.0% |
| 5Y | -41.5% | +75.9% | -117.4% | -48.4% |
| All | -8.5% | +57.8% | -66.4% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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