-10.1%
DIS vs F
+31.3%
-41.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | -2.6% | +5.3% | -7.9% | -3.3% |
| 30D | +3.5% | +4.6% | -1.1% | +2.7% |
| 3M | +6.8% | -3.7% | +10.5% | +7.4% |
| 6M | +3.0% | +16.8% | -13.8% | -1.1% |
| YTD | -6.7% | +15.3% | -22.0% | -10.1% |
| 1Y | -10.1% | +31.0% | -41.1% | -15.4% |
| All | -10.1% | +31.3% | -41.4% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling