+43.3%
DIS vs STM
+4.7%
+38.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.9% |
| 7D | +5.2% | -10.7% | +16.0% | +6.5% |
| 30D | +11.5% | -25.7% | +37.2% | +15.2% |
| 3M | +11.5% | -21.6% | +33.1% | +14.1% |
| 6M | +8.9% | -27.8% | +36.7% | +10.0% |
| YTD | +3.4% | +61.8% | -58.3% | -12.4% |
| 1Y | +7.2% | +78.1% | -70.9% | -11.2% |
| 3Y | +43.3% | +4.9% | +38.4% | +21.2% |
| All | +43.3% | +4.7% | +38.6% | +21.2% |
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