-29.8%
DIS vs STRL
+916.0%
-945.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +15.0% | -12.9% | +1.0% |
| 7D | +5.3% | -13.3% | +18.7% | +5.9% |
| 30D | +10.2% | -43.3% | +53.6% | +14.4% |
| 3M | +13.5% | -46.9% | +60.4% | +18.1% |
| 6M | +11.1% | -65.6% | +76.7% | +19.1% |
| YTD | +5.5% | -5.1% | +10.6% | -3.3% |
| 1Y | +9.1% | -23.1% | +32.2% | +2.9% |
| 3Y | +36.0% | +346.8% | -310.8% | -14.6% |
| 5Y | -29.8% | +907.2% | -937.0% | -69.3% |
| All | -29.8% | +916.0% | -945.8% | -69.3% |
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