-41.1%
DIS vs RRC
+156.2%
-197.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -2.6% | +1.3% | -3.9% | -2.8% |
| 30D | +3.5% | +10.1% | -6.6% | +1.9% |
| 3M | +6.8% | +4.0% | +2.8% | +5.9% |
| 6M | +3.0% | +1.6% | +1.4% | +2.1% |
| YTD | -6.7% | +19.7% | -26.4% | -10.3% |
| 1Y | -10.1% | +21.4% | -31.5% | -14.1% |
| 3Y | +33.0% | +29.7% | +3.4% | +23.6% |
| All | -41.1% | +156.2% | -197.3% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling