+36.3%
DIS vs FDS
+127.5%
-91.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +4.4% | -2.0% | +6.4% | +5.1% |
| 30D | +10.3% | +13.5% | -3.2% | +5.4% |
| 3M | +15.5% | +15.2% | +0.4% | +9.1% |
| 6M | +11.2% | +47.0% | -35.8% | -5.5% |
| YTD | +5.6% | +13.9% | -8.3% | -2.1% |
| 1Y | +7.7% | +25.2% | -17.4% | -4.6% |
| 3Y | +39.3% | -25.3% | +64.6% | +52.0% |
| 5Y | -29.5% | -23.3% | -6.2% | -25.3% |
| 10Y | +36.3% | +126.0% | -89.8% | -9.2% |
| All | +36.3% | +127.5% | -91.2% | -9.2% |
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