+39.3%
DIS vs FLEX
+293.2%
-253.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.4% |
| 7D | +4.4% | -13.6% | +18.0% | +5.7% |
| 30D | +10.3% | -36.5% | +46.8% | +15.6% |
| 3M | +15.5% | -36.4% | +52.0% | +20.6% |
| 6M | +11.2% | -46.5% | +57.7% | +17.3% |
| YTD | +5.6% | +25.9% | -20.4% | -9.0% |
| 1Y | +7.7% | +19.6% | -11.8% | -6.2% |
| 3Y | +39.3% | +287.0% | -247.7% | -14.9% |
| All | +39.3% | +293.2% | -253.9% | -14.9% |
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