+2.8%
DIS vs FIX
+17.6%
-14.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.3% |
| 7D | +0.9% | +17.0% | -16.1% | +1.7% |
| 30D | +8.9% | -30.6% | +39.5% | +7.2% |
| 3M | +14.5% | -35.0% | +49.6% | +12.6% |
| 6M | +12.2% | -44.0% | +56.2% | +10.9% |
| YTD | +4.7% | +21.1% | -16.4% | -3.8% |
| 1Y | +2.8% | +16.3% | -13.4% | -5.3% |
| All | +2.8% | +17.6% | -14.8% | -5.3% |
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 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