+2.8%
DIS vs FLR
+8.5%
-5.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | +0.9% | +10.1% | -9.2% | +0.6% |
| 30D | +8.9% | -0.5% | +9.3% | +8.9% |
| 3M | +14.5% | -4.8% | +19.4% | +14.6% |
| 6M | +12.2% | +10.7% | +1.5% | +9.6% |
| YTD | +4.7% | +25.0% | -20.2% | -2.6% |
| 1Y | +2.8% | +8.3% | -5.5% | +0.8% |
| All | +2.8% | +8.5% | -5.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling