+43.3%
DIS vs SM
-20.0%
+63.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +5.2% | -25.9% | +31.1% | +7.9% |
| 30D | +11.5% | -15.1% | +26.6% | +12.6% |
| 3M | +11.5% | +4.9% | +6.7% | +9.7% |
| 6M | +8.9% | +6.1% | +2.7% | +5.7% |
| YTD | +3.4% | +63.4% | -60.0% | -9.0% |
| 1Y | +7.2% | +72.5% | -65.3% | -6.9% |
| 3Y | +43.3% | -16.9% | +60.2% | +32.5% |
| All | +43.3% | -20.0% | +63.4% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling