+1,883.6%
STX vs DIS
+35.1%
+1,848.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -28.5% | +5.2% | -33.7% | -30.0% |
| 30D | -42.9% | +11.5% | -54.4% | -45.4% |
| 3M | -45.9% | +11.5% | -57.4% | -48.6% |
| 6M | -41.3% | +8.9% | -50.2% | -44.3% |
| YTD | +67.9% | +3.4% | +64.5% | +61.1% |
| 1Y | +66.5% | +7.2% | +59.3% | +57.1% |
| 3Y | +588.0% | +43.3% | +544.7% | +456.1% |
| 5Y | +449.1% | -31.4% | +480.5% | +495.3% |
| All | +1,883.6% | +35.1% | +1,848.5% | +1,370.4% |
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