+36.6%
DIS vs FIX
+4,032.2%
-3,995.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +0.1% |
| 7D | +5.3% | -7.2% | +12.6% | +6.1% |
| 30D | +10.2% | -35.1% | +45.4% | +19.1% |
| 3M | +13.5% | -34.3% | +47.8% | +21.5% |
| 6M | +11.1% | -42.9% | +54.0% | +20.8% |
| YTD | +5.5% | +19.5% | -13.9% | -6.0% |
| 1Y | +9.1% | +16.8% | -7.7% | -2.6% |
| 3Y | +36.0% | +506.7% | -470.7% | -32.0% |
| 5Y | -29.8% | +1,046.7% | -1,076.5% | -72.6% |
| 10Y | +36.6% | +3,800.0% | -3,763.4% | -64.6% |
| All | +36.6% | +4,032.2% | -3,995.6% | -64.6% |
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