+32.8%
DIS vs RRX
+4.1%
+28.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -1.1% | +4.3% | -5.4% | -1.9% |
| 30D | +0.1% | -8.0% | +8.2% | +1.6% |
| 3M | +7.1% | -22.0% | +29.1% | +10.6% |
| 6M | +4.3% | -11.9% | +16.2% | +3.5% |
| YTD | -6.9% | +17.1% | -24.0% | -14.8% |
| 1Y | -10.3% | +14.9% | -25.2% | -18.0% |
| 3Y | +32.8% | +6.9% | +25.9% | +16.9% |
| All | +32.8% | +4.1% | +28.7% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling