+32.9%
DIS vs RRC
+72.2%
-39.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +0.6% | -0.5% | +1.0% | +0.6% |
| 30D | +10.3% | +25.2% | -14.9% | +7.1% |
| 3M | +15.6% | +27.8% | -12.2% | +11.9% |
| 6M | +15.1% | +27.2% | -12.1% | +11.3% |
| YTD | +6.0% | +48.2% | -42.2% | +0.3% |
| 1Y | +5.7% | +34.7% | -29.0% | +1.1% |
| 3Y | +39.8% | +62.2% | -22.4% | +29.6% |
| 5Y | -23.9% | +130.9% | -154.8% | -33.6% |
| 10Y | +32.9% | +73.4% | -40.5% | -0.2% |
| All | +32.9% | +72.2% | -39.2% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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