+418.8%
DIS vs FLR
+482.5%
-63.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.2% |
| 7D | +5.2% | -0.8% | +6.0% | +5.4% |
| 30D | +11.5% | -9.1% | +20.6% | +13.7% |
| 3M | +11.5% | -4.7% | +16.2% | +11.5% |
| 6M | +8.9% | -14.2% | +23.1% | +10.2% |
| YTD | +3.4% | +17.3% | -13.9% | -3.8% |
| 1Y | +7.2% | +4.3% | +2.9% | +2.6% |
| 3Y | +43.3% | +30.7% | +12.6% | +23.2% |
| 5Y | -31.4% | +101.3% | -132.7% | -48.8% |
| 10Y | +37.1% | +12.4% | +24.7% | -4.5% |
| All | +418.8% | +482.5% | -63.7% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling