+1.3%
DIS vs FIG
-77.1%
+78.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.5% |
| 7D | +1.9% | +3.4% | -1.5% | +1.8% |
| 30D | +9.2% | -9.5% | +18.6% | +9.5% |
| 3M | +13.5% | -26.2% | +39.7% | +14.5% |
| 6M | +14.3% | +2.7% | +11.6% | +13.4% |
| YTD | +5.4% | -48.0% | +53.3% | +5.0% |
| 1Y | +12.2% | -52.0% | +64.2% | +11.8% |
| All | +1.3% | -77.1% | +78.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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