+17.6%
DIS vs FN
-54.4%
+72.0%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.8% | -2.5% |
| 7D | +5.7% | -16.0% | +21.7% | +4.4% |
| 30D | +12.7% | -40.1% | +52.8% | +8.5% |
| 3M | +15.2% | -43.9% | +59.1% | +11.1% |
| 6M | +17.6% | -55.6% | +73.2% | +12.7% |
| All | +17.6% | -54.4% | +72.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 6mo: compounded portfolio wealth divided by compounded FN 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…
6mo analysis · Full analysis span regression · 6 months rolling