+1,628.0%
DIS vs RRC
+1,414.2%
+213.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | +5.2% | -10.8% | +16.1% | +6.3% |
| 30D | +11.5% | +22.3% | -10.9% | +9.3% |
| 3M | +11.5% | +26.6% | -15.1% | +8.9% |
| 6M | +8.9% | +18.9% | -10.1% | +6.8% |
| YTD | +3.4% | +39.2% | -35.8% | -0.2% |
| 1Y | +7.2% | +34.0% | -26.8% | +3.8% |
| 3Y | +43.3% | +42.0% | +1.3% | +37.1% |
| 5Y | -31.4% | +111.9% | -143.3% | -37.7% |
| 10Y | +37.1% | +62.8% | -25.7% | +16.5% |
| All | +1,628.0% | +1,414.2% | +213.9% | +1,250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling