+3,426.5%
STX vs DIS
+21.6%
+3,404.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.1% | +7.0% |
| 7D | +2.4% | -2.6% | +4.9% | +3.4% |
| 30D | +1.4% | +3.5% | -2.1% | -0.4% |
| 3M | -8.2% | +6.8% | -15.0% | -12.0% |
| 6M | +127.0% | +3.0% | +124.0% | +120.4% |
| YTD | +209.1% | -6.7% | +215.9% | +210.5% |
| 1Y | +365.4% | -10.1% | +375.5% | +373.8% |
| 3Y | +1,135.4% | +33.0% | +1,102.3% | +929.2% |
| 5Y | +991.5% | -40.0% | +1,031.5% | +1,153.3% |
| All | +3,426.5% | +21.6% | +3,404.9% | +2,503.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 10y: compounded portfolio wealth divided by compounded DIS 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…
10y analysis · Full analysis span regression · 6 months rolling