+8.3%
DIS vs SMR
-87.0%
+95.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.6% | +4.4% |
| 7D | +9.1% | -9.5% | +18.6% | +9.7% |
| 30D | +14.8% | -33.2% | +48.0% | +17.5% |
| 3M | +21.2% | -45.9% | +67.1% | +25.1% |
| 6M | +18.3% | -57.9% | +76.2% | +24.0% |
| YTD | +5.4% | -63.8% | +69.2% | +10.5% |
| 1Y | +8.3% | -85.6% | +93.9% | +18.4% |
| All | +8.3% | -87.0% | +95.3% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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