+71.6%
STX vs DIS
+8.8%
+62.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -17.3% | +4.4% | -21.7% | -15.7% |
| 30D | -35.9% | +10.3% | -46.3% | -33.1% |
| 3M | -37.3% | +15.5% | -52.9% | -33.2% |
| 6M | -35.8% | +11.2% | -47.0% | -29.6% |
| YTD | +82.7% | +5.6% | +77.2% | +97.8% |
| 1Y | +71.6% | +7.7% | +63.9% | +82.4% |
| All | +71.6% | +8.8% | +62.8% | +82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling