+34.2%
DIS vs FIX
+3,608.1%
-3,573.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.5% |
| 7D | +5.2% | -17.5% | +22.7% | +8.6% |
| 30D | +11.5% | -41.6% | +53.0% | +23.0% |
| 3M | +11.5% | -40.6% | +52.1% | +21.8% |
| 6M | +8.9% | -49.4% | +58.2% | +21.4% |
| YTD | +3.4% | +9.2% | -5.8% | -6.2% |
| 1Y | +7.2% | +6.5% | +0.7% | -2.4% |
| 3Y | +43.3% | +448.7% | -405.4% | -26.6% |
| 5Y | -31.4% | +948.7% | -980.2% | -72.6% |
| All | +34.2% | +3,608.1% | -3,573.9% | -64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling