+8.3%
DIS vs STRL
-30.1%
+38.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -21.5% | +25.6% | +3.7% |
| 7D | +9.1% | -27.1% | +36.1% | +8.5% |
| 30D | +14.8% | -45.8% | +60.6% | +13.9% |
| 3M | +21.2% | -47.6% | +68.8% | +20.2% |
| 6M | +18.3% | -46.4% | +64.7% | +15.9% |
| YTD | +5.4% | -7.4% | +12.7% | -2.4% |
| 1Y | +8.3% | -25.9% | +34.1% | +3.1% |
| All | +8.3% | -30.1% | +38.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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