-41.5%
DIS vs RRX
+19.7%
-61.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -1.1% | +4.3% | -5.4% | -2.2% |
| 30D | +0.1% | -8.0% | +8.2% | +2.2% |
| 3M | +7.1% | -22.0% | +29.1% | +12.1% |
| 6M | +4.3% | -11.9% | +16.2% | +3.6% |
| YTD | -6.9% | +17.1% | -24.0% | -16.6% |
| 1Y | -10.3% | +14.9% | -25.2% | -19.9% |
| 3Y | +32.8% | +6.9% | +25.9% | +16.6% |
| 5Y | -41.5% | +19.6% | -61.0% | -53.0% |
| All | -41.5% | +19.7% | -61.2% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling