-31.2%
DIS vs STM
-17.8%
-13.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.4% | +10.9% | +1.0% |
| 7D | +5.7% | -20.1% | +25.8% | +10.2% |
| 30D | +12.7% | -32.0% | +44.6% | +21.2% |
| 3M | +15.2% | -24.2% | +39.4% | +20.4% |
| 6M | +17.6% | -29.9% | +47.5% | +20.7% |
| YTD | +3.8% | +54.9% | -51.1% | -16.1% |
| 1Y | +6.8% | +68.0% | -61.2% | -15.9% |
| 3Y | +42.1% | -0.1% | +42.3% | +22.3% |
| 5Y | -31.2% | -17.9% | -13.3% | -43.6% |
| All | -31.2% | -17.8% | -13.4% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling