+22.3%
DIS vs RRX
+210.7%
-188.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | 0.0% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | +1.0% | -8.0% | +8.9% | +3.6% |
| 3M | +5.7% | -25.1% | +30.7% | +13.4% |
| 6M | +3.3% | -18.3% | +21.5% | +5.7% |
| YTD | -7.7% | +14.2% | -21.9% | -17.5% |
| 1Y | -10.0% | +13.0% | -23.0% | -20.1% |
| 3Y | +31.7% | +4.2% | +27.5% | +14.1% |
| 5Y | -42.2% | +17.9% | -60.1% | -54.0% |
| 10Y | +22.3% | +220.4% | -198.1% | -37.0% |
| All | +22.3% | +210.7% | -188.3% | -37.0% |
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