+1,458.7%
DIS vs RRX
+3,904.5%
-2,445.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.6% | +3.4% | -6.0% | -3.6% |
| 30D | +3.5% | -11.1% | +14.6% | +7.1% |
| 3M | +6.8% | -23.7% | +30.5% | +13.6% |
| 6M | +3.0% | -22.0% | +25.0% | +7.2% |
| YTD | -6.7% | +16.5% | -23.2% | -15.2% |
| 1Y | -10.1% | +11.5% | -21.6% | -17.8% |
| 3Y | +33.0% | +1.5% | +31.5% | +20.0% |
| 5Y | -40.0% | +18.3% | -58.3% | -49.3% |
| 10Y | +21.1% | +209.8% | -188.7% | -26.8% |
| All | +1,458.7% | +3,904.5% | -2,445.8% | +518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling