-41.1%
DIS vs SM
+107.8%
-148.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +3.5% | +26.3% | -22.8% | -0.2% |
| 3M | +6.8% | +8.7% | -1.9% | +4.8% |
| 6M | +3.0% | +51.7% | -48.7% | -5.7% |
| YTD | -6.7% | +99.0% | -105.8% | -19.0% |
| 1Y | -10.1% | +34.6% | -44.7% | -16.6% |
| 3Y | +33.0% | -7.8% | +40.8% | +26.5% |
| All | -41.1% | +107.8% | -148.9% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling