+36.6%
DIS vs STM
+433.9%
-397.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.7% | +0.5% |
| 7D | +5.3% | -5.6% | +10.9% | +6.3% |
| 30D | +10.2% | -14.4% | +24.7% | +13.5% |
| 3M | +13.5% | -20.5% | +34.0% | +18.2% |
| 6M | +11.1% | -24.5% | +35.6% | +13.4% |
| YTD | +5.5% | +72.7% | -67.2% | -15.5% |
| 1Y | +9.1% | +91.0% | -81.9% | -15.2% |
| 3Y | +36.0% | +13.5% | +22.5% | +15.5% |
| 5Y | -29.8% | -9.2% | -20.6% | -38.6% |
| 10Y | +36.6% | +422.5% | -385.9% | -10.7% |
| All | +36.6% | +433.9% | -397.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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