-25.5%
DIS vs SMR
-3.5%
-22.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -2.6% | +4.4% | -7.0% | -2.8% |
| 30D | +3.5% | +3.4% | +0.1% | +3.2% |
| 3M | +6.8% | -19.2% | +26.0% | +7.5% |
| 6M | +3.0% | -22.6% | +25.6% | +3.3% |
| YTD | -6.7% | -31.5% | +24.8% | -6.2% |
| 1Y | -10.1% | -73.1% | +63.0% | -6.7% |
| 3Y | +33.0% | +55.0% | -21.9% | +22.4% |
| All | -25.5% | -3.5% | -22.0% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling