+483.8%
STX vs DIS
-29.6%
+513.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -17.3% | +4.4% | -21.7% | -18.5% |
| 30D | -35.9% | +10.3% | -46.3% | -38.3% |
| 3M | -37.3% | +15.5% | -52.9% | -41.1% |
| 6M | -35.8% | +11.2% | -47.0% | -39.3% |
| YTD | +82.7% | +5.6% | +77.2% | +75.2% |
| 1Y | +71.6% | +7.7% | +63.9% | +62.7% |
| 3Y | +635.3% | +39.3% | +596.0% | +490.3% |
| 5Y | +483.8% | -29.5% | +513.3% | +428.8% |
| All | +483.8% | -29.6% | +513.4% | +428.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling