-41.1%
DIS vs STM
+20.8%
-61.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.1% |
| 7D | -2.6% | +5.8% | -8.4% | -3.8% |
| 30D | +3.5% | -1.0% | +4.5% | +3.4% |
| 3M | +6.8% | -33.3% | +40.1% | +14.9% |
| 6M | +3.0% | +57.4% | -54.4% | -13.5% |
| YTD | -6.7% | +102.2% | -108.9% | -27.7% |
| 1Y | -10.1% | +99.6% | -109.7% | -30.8% |
| 3Y | +33.0% | +14.5% | +18.5% | +14.9% |
| All | -41.1% | +20.8% | -61.9% | -53.8% |
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