+12.2%
DIS vs FIX
+15.7%
-3.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.5% |
| 7D | +1.9% | +9.4% | -7.5% | +2.5% |
| 30D | +9.2% | -27.8% | +36.9% | +6.9% |
| 3M | +13.5% | -35.6% | +49.1% | +10.6% |
| 6M | +14.3% | -45.2% | +59.5% | +11.5% |
| YTD | +5.4% | +19.5% | -14.1% | +2.9% |
| 1Y | +12.2% | +24.2% | -12.1% | +9.4% |
| All | +12.2% | +15.7% | -3.6% | +9.4% |
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 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