-10.0%
DIS vs SMR
-68.5%
+58.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.7% |
| 7D | -3.5% | +13.1% | -16.6% | -4.2% |
| 30D | +1.0% | +17.8% | -16.8% | -0.1% |
| 3M | +5.7% | +8.1% | -2.4% | +4.9% |
| 6M | +3.3% | -11.1% | +14.4% | +2.9% |
| YTD | -7.7% | -23.7% | +16.0% | -7.5% |
| 1Y | -10.0% | -69.4% | +59.5% | -8.2% |
| All | -10.0% | -68.5% | +58.5% | -8.2% |
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