+1,028.0%
DIS vs STM
+1,727.7%
-699.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.4% | +10.9% | +1.7% |
| 7D | +5.7% | -20.1% | +25.8% | +11.4% |
| 30D | +12.7% | -32.0% | +44.6% | +23.2% |
| 3M | +15.2% | -24.2% | +39.4% | +21.7% |
| 6M | +17.6% | -29.9% | +47.5% | +22.8% |
| YTD | +3.8% | +54.9% | -51.1% | -13.5% |
| 1Y | +6.8% | +68.0% | -61.2% | -13.1% |
| 3Y | +42.1% | -0.1% | +42.3% | +26.5% |
| 5Y | -31.2% | -17.9% | -13.3% | -37.0% |
| 10Y | +37.6% | +392.2% | -354.6% | -28.0% |
| All | +1,028.0% | +1,727.7% | -699.7% | +338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling