+33.8%
DIS vs STM
+16.2%
+17.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.0% |
| 7D | -2.6% | +5.8% | -8.4% | -3.3% |
| 30D | +3.5% | -1.0% | +4.5% | +3.5% |
| 3M | +6.8% | -33.3% | +40.1% | +12.3% |
| 6M | +3.0% | +57.4% | -54.4% | -9.4% |
| YTD | -6.7% | +102.2% | -108.9% | -22.7% |
| 1Y | -10.1% | +99.6% | -109.7% | -25.9% |
| All | +33.8% | +16.2% | +17.6% | +12.9% |
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