-41.1%
DIS vs STRL
+2,010.6%
-2,051.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -2.2% |
| 7D | -2.6% | +3.4% | -6.0% | -2.9% |
| 30D | +3.5% | -9.2% | +12.7% | +4.2% |
| 3M | +6.8% | -51.0% | +57.9% | +13.5% |
| 6M | +3.0% | +15.8% | -12.8% | -3.7% |
| YTD | -6.7% | +58.9% | -65.6% | -17.3% |
| 1Y | -10.1% | +68.5% | -78.6% | -22.0% |
| 3Y | +33.0% | +485.2% | -452.2% | -14.8% |
| All | -41.1% | +2,010.6% | -2,051.7% | -76.7% |
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