+936.5%
DIS vs FLEX
+4,757.3%
-3,820.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -1.3% |
| 7D | +5.2% | -19.3% | +24.6% | +9.2% |
| 30D | +11.5% | -41.5% | +53.0% | +22.4% |
| 3M | +11.5% | -43.1% | +54.6% | +22.4% |
| 6M | +8.9% | -48.2% | +57.1% | +19.4% |
| YTD | +3.4% | +15.5% | -12.1% | -6.1% |
| 1Y | +7.2% | +10.2% | -3.0% | -2.0% |
| 3Y | +43.3% | +256.8% | -213.5% | 0.0% |
| 5Y | -31.4% | +408.2% | -439.6% | -56.0% |
| 10Y | +37.1% | +580.8% | -543.8% | -22.4% |
| All | +936.5% | +4,757.3% | -3,820.7% | +312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling