+32.9%
DIS vs STRL
+4,073.8%
-4,040.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.6% | -0.2% |
| 7D | +0.6% | +7.1% | -6.5% | -0.5% |
| 30D | +10.3% | -39.4% | +49.7% | +16.2% |
| 3M | +15.6% | -43.0% | +58.5% | +22.1% |
| 6M | +15.1% | -65.0% | +80.1% | +27.8% |
| YTD | +6.0% | -0.8% | +6.8% | -3.8% |
| 1Y | +5.7% | -20.3% | +26.0% | -0.8% |
| 3Y | +39.8% | +356.5% | -316.7% | -12.1% |
| 5Y | -23.9% | +952.8% | -976.7% | -61.5% |
| 10Y | +32.9% | +3,877.1% | -3,844.1% | -48.2% |
| All | +32.9% | +4,073.8% | -4,040.8% | -48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling