+1,635.0%
DIS vs STT
+6,256.2%
-4,621.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.3% | +0.1% |
| 7D | +5.7% | -4.9% | +10.6% | +7.4% |
| 30D | +12.7% | -6.0% | +18.7% | +14.9% |
| 3M | +15.2% | -11.7% | +26.9% | +19.7% |
| 6M | +17.6% | +11.7% | +5.9% | +12.8% |
| YTD | +3.8% | +30.4% | -26.6% | -5.6% |
| 1Y | +6.8% | +43.9% | -37.1% | -6.0% |
| 3Y | +42.1% | +165.4% | -123.3% | +1.7% |
| 5Y | -31.2% | +101.0% | -132.2% | -47.0% |
| 10Y | +37.6% | +210.7% | -173.1% | -11.9% |
| All | +1,635.0% | +6,256.2% | -4,621.2% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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