+33.8%
DIS vs STRL
+484.5%
-450.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -1.9% |
| 7D | -2.6% | +3.4% | -6.0% | -2.7% |
| 30D | +3.5% | -9.2% | +12.7% | +3.8% |
| 3M | +6.8% | -51.0% | +57.9% | +10.2% |
| 6M | +3.0% | +15.8% | -12.8% | -1.0% |
| YTD | -6.7% | +58.9% | -65.6% | -13.0% |
| 1Y | -10.1% | +68.5% | -78.6% | -17.1% |
| All | +33.8% | +484.5% | -450.7% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling