+958.4%
DIS vs FLEX
+5,196.9%
-4,238.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.6% |
| 7D | +4.4% | -13.6% | +18.0% | +6.8% |
| 30D | +10.3% | -36.5% | +46.8% | +19.1% |
| 3M | +15.5% | -36.4% | +52.0% | +23.9% |
| 6M | +11.2% | -46.5% | +57.7% | +21.2% |
| YTD | +5.6% | +25.9% | -20.4% | -5.9% |
| 1Y | +7.7% | +19.6% | -11.8% | -3.2% |
| 3Y | +39.3% | +287.0% | -247.7% | -4.4% |
| 5Y | -29.5% | +466.6% | -496.1% | -55.8% |
| 10Y | +36.3% | +626.9% | -590.7% | -23.9% |
| All | +958.4% | +5,196.9% | -4,238.5% | +313.4% |
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