+43.3%
DIS vs STLA
-74.0%
+117.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +5.2% | -4.5% | +9.8% | +6.0% |
| 30D | +11.5% | -3.9% | +15.4% | +12.0% |
| 3M | +11.5% | -20.2% | +31.7% | +15.5% |
| 6M | +8.9% | -42.2% | +51.0% | +19.5% |
| YTD | +3.4% | -59.3% | +62.7% | +20.6% |
| 1Y | +7.2% | -56.1% | +63.2% | +22.3% |
| 3Y | +43.3% | -73.7% | +117.0% | +77.9% |
| All | +43.3% | -74.0% | +117.4% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling