-23.9%
DIS vs FDS
-21.2%
-2.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -0.4% |
| 7D | +0.6% | -2.1% | +2.7% | +1.1% |
| 30D | +10.3% | +16.0% | -5.7% | +5.9% |
| 3M | +15.6% | +18.8% | -3.2% | +9.7% |
| 6M | +15.1% | +54.1% | -39.0% | +0.3% |
| YTD | +6.0% | +17.0% | -11.0% | +0.8% |
| 1Y | +5.7% | +25.5% | -19.8% | -2.8% |
| 3Y | +39.8% | -23.3% | +63.1% | +56.0% |
| 5Y | -23.9% | -22.6% | -1.2% | -19.7% |
| All | -23.9% | -21.2% | -2.7% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling