+507.2%
DIS vs FIX
+8,419.6%
-7,912.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -15.1% | +19.3% | +6.9% |
| 7D | +9.1% | -18.9% | +28.0% | +12.7% |
| 30D | +14.8% | -36.3% | +51.1% | +23.2% |
| 3M | +21.2% | -38.5% | +59.7% | +30.2% |
| 6M | +18.3% | -42.3% | +60.6% | +27.0% |
| YTD | +5.4% | +17.1% | -11.7% | -2.2% |
| 1Y | +8.3% | +14.4% | -6.1% | +0.7% |
| 3Y | +44.2% | +486.7% | -442.5% | -7.5% |
| 5Y | -28.0% | +1,083.7% | -1,111.7% | -60.2% |
| 10Y | +39.6% | +3,932.4% | -3,892.8% | -40.7% |
| All | +507.2% | +8,419.6% | -7,912.3% | +84.6% |
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