+588.3%
DIS vs FDS
+9,502.8%
-8,914.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.7% |
| 7D | -2.6% | -1.9% | -0.7% | -2.0% |
| 30D | +3.5% | +9.0% | -5.5% | +0.7% |
| 3M | +6.8% | +18.9% | -12.0% | +0.5% |
| 6M | +3.0% | +35.1% | -32.1% | -7.9% |
| YTD | -6.7% | +5.5% | -12.2% | -10.6% |
| 1Y | -10.1% | -16.8% | +6.7% | -7.9% |
| 3Y | +33.0% | -28.1% | +61.1% | +41.6% |
| 5Y | -40.0% | -17.4% | -22.6% | -39.3% |
| 10Y | +21.1% | +85.4% | -64.4% | -6.0% |
| All | +588.3% | +9,502.8% | -8,914.5% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling