+36.6%
DIS vs RRC
+63.1%
-26.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.0% |
| 7D | +5.3% | -10.3% | +15.6% | +6.6% |
| 30D | +10.2% | +19.5% | -9.2% | +7.7% |
| 3M | +13.5% | +27.9% | -14.4% | +9.9% |
| 6M | +11.1% | +21.2% | -10.0% | +8.1% |
| YTD | +5.5% | +39.6% | -34.1% | +0.6% |
| 1Y | +9.1% | +31.3% | -22.2% | +4.7% |
| 3Y | +36.0% | +51.9% | -15.9% | +27.0% |
| 5Y | -29.8% | +110.2% | -140.0% | -38.1% |
| 10Y | +36.6% | +56.7% | -20.0% | +4.1% |
| All | +36.6% | +63.1% | -26.5% | +4.1% |
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