-23.9%
DIS vs STLA
-72.6%
+48.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.2% |
| 7D | +0.6% | -11.6% | +12.2% | +3.6% |
| 30D | +10.3% | -6.2% | +16.5% | +11.5% |
| 3M | +15.6% | -24.6% | +40.2% | +22.9% |
| 6M | +15.1% | -44.9% | +60.0% | +32.4% |
| YTD | +6.0% | -62.3% | +68.2% | +33.0% |
| 1Y | +5.7% | -61.8% | +67.5% | +31.6% |
| 3Y | +39.8% | -75.3% | +115.1% | +88.5% |
| 5Y | -23.9% | -72.5% | +48.6% | -9.8% |
| All | -23.9% | -72.6% | +48.7% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling