+37.2%
DIS vs SMR
+125.1%
-87.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.8% |
| 7D | +1.9% | -8.3% | +10.2% | +2.3% |
| 30D | +9.2% | -20.1% | +29.2% | +10.0% |
| 3M | +13.5% | -52.7% | +66.2% | +16.7% |
| 6M | +14.3% | -61.0% | +75.3% | +18.1% |
| YTD | +5.4% | -67.1% | +72.5% | +9.0% |
| 1Y | +12.2% | -79.9% | +92.0% | +17.9% |
| 3Y | +37.2% | +101.7% | -64.5% | +20.7% |
| All | +37.2% | +125.1% | -87.9% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling