+34.2%
DIS vs STRL
+3,580.1%
-3,545.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.8% |
| 7D | +5.2% | -26.9% | +32.1% | +8.6% |
| 30D | +11.5% | -52.7% | +64.1% | +21.2% |
| 3M | +11.5% | -52.8% | +64.4% | +20.7% |
| 6M | +8.9% | -71.5% | +80.3% | +24.0% |
| YTD | +3.4% | -17.4% | +20.8% | -3.9% |
| 1Y | +7.2% | -35.0% | +42.1% | +3.4% |
| 3Y | +43.3% | +239.2% | -195.9% | -6.0% |
| 5Y | -31.4% | +830.2% | -861.6% | -64.9% |
| All | +34.2% | +3,580.1% | -3,545.9% | -48.8% |
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