+437.6%
DIS vs FIX
+12,471.5%
-12,033.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.1% |
| 7D | -2.6% | +6.0% | -8.6% | -3.6% |
| 30D | +3.5% | -7.2% | +10.7% | +4.6% |
| 3M | +6.8% | -15.9% | +22.7% | +8.7% |
| 6M | +3.0% | +12.7% | -9.8% | -1.5% |
| YTD | -6.7% | +72.8% | -79.5% | -18.2% |
| 1Y | -10.1% | +122.9% | -133.0% | -25.7% |
| 3Y | +33.0% | +774.3% | -741.3% | -19.8% |
| 5Y | -40.0% | +2,049.5% | -2,089.5% | -70.0% |
| 10Y | +21.1% | +5,821.5% | -5,800.4% | -51.6% |
| All | +437.6% | +12,471.5% | -12,033.9% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling