+8.3%
DIS vs FIX
+14.3%
-6.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -15.1% | +19.3% | +3.3% |
| 7D | +9.1% | -18.9% | +28.0% | +7.9% |
| 30D | +14.8% | -36.3% | +51.1% | +12.6% |
| 3M | +21.2% | -38.5% | +59.7% | +18.9% |
| 6M | +18.3% | -42.3% | +60.6% | +16.1% |
| YTD | +5.4% | +17.1% | -11.7% | -3.1% |
| 1Y | +8.3% | +14.4% | -6.1% | -0.7% |
| All | +8.3% | +14.3% | -6.0% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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