+7.2%
DIS vs FDS
+29.3%
-22.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | 0.0% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | +11.5% | +20.2% | -8.7% | +9.5% |
| 3M | +11.5% | +19.9% | -8.3% | +9.5% |
| 6M | +8.9% | +56.2% | -47.3% | +5.1% |
| YTD | +3.4% | +14.6% | -11.2% | +0.2% |
| 1Y | +7.2% | +31.6% | -24.4% | +2.9% |
| All | +7.2% | +29.3% | -22.1% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling