+43.9%
DIS vs STM
+0.3%
+43.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.4% | +10.9% | 0.0% |
| 7D | +5.7% | -20.1% | +25.8% | +8.4% |
| 30D | +12.7% | -32.0% | +44.6% | +17.7% |
| 3M | +15.2% | -24.2% | +39.4% | +18.3% |
| 6M | +17.6% | -29.9% | +47.5% | +19.1% |
| YTD | +3.8% | +54.9% | -51.1% | -11.6% |
| 1Y | +6.8% | +68.0% | -61.2% | -10.8% |
| All | +43.9% | +0.3% | +43.6% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling