+33.8%
DIS vs FLEX
+431.9%
-398.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | -2.6% | -0.9% | -1.7% | -2.5% |
| 30D | +3.5% | -10.1% | +13.6% | +4.7% |
| 3M | +6.8% | -31.3% | +38.2% | +11.6% |
| 6M | +3.0% | +71.3% | -68.3% | -11.5% |
| YTD | -6.7% | +81.2% | -88.0% | -21.4% |
| 1Y | -10.1% | +98.5% | -108.6% | -26.6% |
| All | +33.8% | +431.9% | -398.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 3y: compounded portfolio wealth divided by compounded FLEX 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…
3y analysis · Full analysis span regression · 6 months rolling