-0.6%
DIS vs FIG
-77.9%
+77.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.5% |
| 7D | +5.2% | -13.1% | +18.4% | +5.8% |
| 30D | +11.5% | -13.0% | +24.5% | +12.0% |
| 3M | +11.5% | -21.5% | +33.1% | +12.2% |
| 6M | +8.9% | -2.5% | +11.4% | +8.3% |
| YTD | +3.4% | -49.7% | +53.1% | +3.2% |
| 1Y | +7.2% | -59.1% | +66.3% | +6.9% |
| All | -0.6% | -77.9% | +77.3% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling