+2.8%
DIS vs STM
+95.5%
-92.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.9% | +16.3% | -15.4% | +0.9% |
| 30D | +8.9% | -6.3% | +15.2% | +8.8% |
| 3M | +14.5% | -14.1% | +28.6% | +14.5% |
| 6M | +12.2% | -19.6% | +31.8% | +11.0% |
| YTD | +4.7% | +80.1% | -75.4% | -4.9% |
| 1Y | +2.8% | +95.4% | -92.5% | -8.6% |
| All | +2.8% | +95.5% | -92.7% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling