-31.9%
DIS vs STM
-15.6%
-16.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.3% |
| 7D | +5.2% | -10.7% | +16.0% | +7.4% |
| 30D | +11.5% | -25.7% | +37.2% | +17.7% |
| 3M | +11.5% | -21.6% | +33.1% | +15.8% |
| 6M | +8.9% | -27.8% | +36.7% | +11.2% |
| YTD | +3.4% | +61.8% | -58.3% | -17.2% |
| 1Y | +7.2% | +78.1% | -70.9% | -16.7% |
| 3Y | +43.3% | +4.9% | +38.4% | +21.9% |
| All | -31.9% | -15.6% | -16.4% | -44.8% |
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