-41.1%
DIS vs RPRX
+83.4%
-124.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.6% | +5.1% | -7.7% | -4.0% |
| 30D | +3.5% | +11.2% | -7.7% | +0.2% |
| 3M | +6.8% | +16.7% | -9.9% | +1.9% |
| 6M | +3.0% | +36.0% | -33.0% | -6.3% |
| YTD | -6.7% | +67.8% | -74.5% | -20.5% |
| 1Y | -10.1% | +76.7% | -86.8% | -24.9% |
| 3Y | +33.0% | +128.1% | -95.1% | +1.3% |
| All | -41.1% | +83.4% | -124.5% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling