-31.2%
DIS vs FIX
+929.6%
-960.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.6% | +10.1% | -0.1% |
| 7D | +5.7% | -27.2% | +32.9% | +9.3% |
| 30D | +12.7% | -46.9% | +59.6% | +21.0% |
| 3M | +15.2% | -44.4% | +59.6% | +22.5% |
| 6M | +17.6% | -50.9% | +68.5% | +26.3% |
| YTD | +3.8% | +3.5% | +0.3% | -3.7% |
| 1Y | +6.8% | -2.1% | +8.9% | -0.1% |
| 3Y | +42.1% | +418.7% | -376.6% | -20.9% |
| 5Y | -31.2% | +894.6% | -925.7% | -72.7% |
| All | -31.2% | +929.6% | -960.8% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling