+31.0%
DIS vs FIX
+3,615.9%
-3,584.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.6% |
| 7D | +0.9% | +17.0% | -16.1% | -2.4% |
| 30D | +8.9% | -30.6% | +39.5% | +15.9% |
| 3M | +14.5% | -35.0% | +49.6% | +22.9% |
| 6M | +12.2% | -44.0% | +56.2% | +22.7% |
| YTD | +4.7% | +21.1% | -16.4% | -7.0% |
| 1Y | +2.8% | +16.3% | -13.4% | -8.0% |
| 3Y | +38.1% | +507.4% | -469.3% | -30.8% |
| 5Y | -23.6% | +1,052.1% | -1,075.7% | -70.1% |
| All | +31.0% | +3,615.9% | -3,584.8% | -65.4% |
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