-16.3%
DIS vs SMR
-52.0%
+35.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.8% | +6.7% | -0.8% |
| 7D | +0.9% | +10.3% | -9.4% | +0.3% |
| 30D | +8.9% | -25.7% | +34.6% | +10.2% |
| 3M | +14.5% | -49.7% | +64.3% | +17.6% |
| 6M | +12.2% | -59.8% | +72.1% | +16.0% |
| YTD | +4.7% | -66.0% | +70.7% | +8.3% |
| 1Y | +2.8% | -81.4% | +84.3% | +8.9% |
| 3Y | +38.1% | +130.6% | -92.5% | +19.8% |
| All | -16.3% | -52.0% | +35.7% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling