-23.6%
DIS vs RRC
+132.2%
-155.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +0.9% | +2.5% | -1.7% | +0.5% |
| 30D | +8.9% | +21.1% | -12.3% | +5.2% |
| 3M | +14.5% | +28.4% | -13.8% | +9.4% |
| 6M | +12.2% | +26.5% | -14.2% | +7.2% |
| YTD | +4.7% | +47.0% | -42.3% | -3.2% |
| 1Y | +2.8% | +35.2% | -32.4% | -3.7% |
| 3Y | +38.1% | +61.0% | -22.8% | +23.2% |
| 5Y | -23.6% | +133.6% | -157.2% | -37.6% |
| All | -23.6% | +132.2% | -155.8% | -37.6% |
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