+7.2%
DIS vs STM
+75.4%
-68.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.4% |
| 7D | +5.2% | -10.7% | +16.0% | +5.1% |
| 30D | +11.5% | -25.7% | +37.2% | +11.4% |
| 3M | +11.5% | -21.6% | +33.1% | +11.5% |
| 6M | +8.9% | -27.8% | +36.7% | +7.6% |
| YTD | +3.4% | +61.8% | -58.3% | -5.9% |
| 1Y | +7.2% | +78.1% | -70.9% | -5.1% |
| All | +7.2% | +75.4% | -68.2% | -5.1% |
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