+1,972.8%
STX vs DIS
+32.4%
+1,940.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | +14.6% | +1.9% | +12.7% | +13.9% |
| 30D | -26.0% | +9.2% | -35.1% | -28.5% |
| 3M | -42.6% | +13.5% | -56.1% | -45.8% |
| 6M | -35.3% | +14.3% | -49.5% | -39.7% |
| YTD | +92.5% | +5.4% | +87.1% | +83.5% |
| 1Y | +102.4% | +12.2% | +90.2% | +87.4% |
| 3Y | +673.8% | +37.2% | +636.6% | +540.8% |
| 5Y | +463.1% | -23.1% | +486.2% | +485.8% |
| All | +1,972.8% | +32.4% | +1,940.5% | +1,531.9% |
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