+36.6%
DIS vs FDS
+135.1%
-98.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +5.3% | -5.0% | +10.3% | +7.1% |
| 30D | +10.2% | +13.8% | -3.5% | +5.2% |
| 3M | +13.5% | +14.8% | -1.3% | +7.3% |
| 6M | +11.1% | +47.4% | -36.3% | -5.6% |
| YTD | +5.5% | +14.2% | -8.6% | -2.2% |
| 1Y | +9.1% | +26.6% | -17.5% | -3.8% |
| 3Y | +36.0% | -24.4% | +60.4% | +47.6% |
| 5Y | -29.8% | -22.6% | -7.2% | -25.9% |
| 10Y | +36.6% | +130.0% | -93.4% | -9.3% |
| All | +36.6% | +135.1% | -98.5% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling