+1,119.2%
DIS vs SM
+1,302.7%
-183.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +5.2% | -25.9% | +31.1% | +9.0% |
| 30D | +11.5% | -15.1% | +26.6% | +13.4% |
| 3M | +11.5% | +4.9% | +6.7% | +9.9% |
| 6M | +8.9% | +6.1% | +2.7% | +6.4% |
| YTD | +3.4% | +63.4% | -60.0% | -5.5% |
| 1Y | +7.2% | +72.5% | -65.3% | -2.9% |
| 3Y | +43.3% | -16.9% | +60.2% | +39.8% |
| 5Y | -31.4% | -10.6% | -20.8% | -35.9% |
| 10Y | +37.1% | +11.3% | +25.8% | -8.2% |
| All | +1,119.2% | +1,302.7% | -183.5% | +451.3% |
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