+1,124.1%
DIS vs SM
+1,289.1%
-165.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.9% |
| 7D | +5.7% | -25.1% | +30.8% | +9.4% |
| 30D | +12.7% | -15.6% | +28.3% | +14.7% |
| 3M | +15.2% | +2.7% | +12.5% | +13.8% |
| 6M | +17.6% | -3.8% | +21.4% | +16.2% |
| YTD | +3.8% | +61.8% | -58.0% | -5.0% |
| 1Y | +6.8% | +71.4% | -64.6% | -3.2% |
| 3Y | +42.1% | -20.7% | +62.8% | +39.5% |
| 5Y | -31.2% | -11.5% | -19.6% | -35.5% |
| 10Y | +37.6% | +10.2% | +27.4% | -7.7% |
| All | +1,124.1% | +1,289.1% | -165.0% | +454.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling