-31.9%
DIS vs F
-12.6%
-19.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +5.2% | +1.6% | +3.7% | +4.8% |
| 30D | +11.5% | +2.6% | +8.8% | +10.5% |
| 3M | +11.5% | -8.8% | +20.3% | +14.3% |
| 6M | +8.9% | +4.6% | +4.2% | +5.3% |
| YTD | +3.4% | -1.9% | +5.3% | +1.8% |
| 1Y | +7.2% | -0.8% | +8.0% | +5.1% |
| 3Y | +43.3% | +43.5% | -0.2% | +17.7% |
| All | -31.9% | -12.6% | -19.4% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling