+32.9%
DIS vs RRX
+222.4%
-189.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | -0.1% |
| 7D | +0.6% | +5.4% | -4.8% | -1.2% |
| 30D | +10.3% | +12.0% | -1.7% | +5.6% |
| 3M | +15.6% | +6.1% | +9.4% | +12.2% |
| 6M | +15.1% | -13.2% | +28.3% | +16.3% |
| YTD | +6.0% | +31.0% | -25.0% | -10.3% |
| 1Y | +5.7% | +38.8% | -33.1% | -12.8% |
| 3Y | +39.8% | +70.3% | -30.5% | +0.1% |
| 5Y | -23.9% | +15.5% | -39.4% | -38.5% |
| 10Y | +32.9% | +213.7% | -180.7% | -31.7% |
| All | +32.9% | +222.4% | -189.5% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling