-10.1%
DIS vs SM
+36.8%
-46.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.9% |
| 7D | -2.6% | -0.5% | -2.1% | -2.6% |
| 30D | +3.5% | +25.6% | -22.1% | +4.8% |
| 3M | +6.8% | +8.0% | -1.2% | +7.5% |
| 6M | +3.0% | +50.8% | -47.8% | +1.2% |
| YTD | -6.7% | +97.9% | -104.6% | -11.0% |
| 1Y | -10.1% | +33.8% | -43.9% | -13.6% |
| All | -10.1% | +36.8% | -46.8% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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