+34.2%
DIS vs STM
+398.5%
-364.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.4% |
| 7D | +5.2% | -10.7% | +16.0% | +7.7% |
| 30D | +11.5% | -25.7% | +37.2% | +18.5% |
| 3M | +11.5% | -21.6% | +33.1% | +16.4% |
| 6M | +8.9% | -27.8% | +36.7% | +12.1% |
| YTD | +3.4% | +61.8% | -58.3% | -15.9% |
| 1Y | +7.2% | +78.1% | -70.9% | -15.3% |
| 3Y | +43.3% | +4.9% | +38.4% | +24.1% |
| 5Y | -31.4% | -14.3% | -17.2% | -39.2% |
| All | +34.2% | +398.5% | -364.3% | -10.5% |
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