-22.5%
DIS vs STRL
+906.9%
-929.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | +1.9% | +15.7% | -13.7% | +0.8% |
| 30D | +9.2% | -35.5% | +44.6% | +12.2% |
| 3M | +13.5% | -47.1% | +60.7% | +18.2% |
| 6M | +14.3% | -65.8% | +80.1% | +22.6% |
| YTD | +5.4% | -4.5% | +9.9% | -3.5% |
| 1Y | +12.2% | -10.5% | +22.6% | +3.3% |
| 3Y | +37.2% | +340.6% | -303.4% | -13.6% |
| All | -22.5% | +906.9% | -929.4% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling