-10.3%
DIS vs FND
-44.9%
+34.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.7% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +0.1% | -23.6% | +23.7% | +5.4% |
| 3M | +7.1% | +4.3% | +2.7% | +5.1% |
| 6M | +4.3% | -20.3% | +24.5% | +7.6% |
| YTD | -6.9% | -21.3% | +14.4% | -4.0% |
| 1Y | -10.3% | -45.4% | +35.1% | -4.5% |
| All | -10.3% | -44.9% | +34.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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