+8.3%
DIS vs RRX
+30.0%
-21.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.8% | +4.2% |
| 7D | +9.1% | +7.6% | +1.5% | +8.9% |
| 30D | +14.8% | +7.5% | +7.3% | +14.6% |
| 3M | +21.2% | -21.0% | +42.2% | +21.9% |
| 6M | +18.3% | -18.1% | +36.4% | +18.0% |
| YTD | +5.4% | +24.3% | -18.9% | +3.6% |
| 1Y | +8.3% | +29.3% | -21.0% | +5.9% |
| All | +8.3% | +30.0% | -21.8% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling