+1,523.8%
DIS vs STRL
+9,673.6%
-8,149.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.9% | +12.4% | -0.8% |
| 7D | +5.7% | -34.6% | +40.3% | +7.4% |
| 30D | +12.7% | -56.7% | +69.3% | +16.5% |
| 3M | +15.2% | -54.4% | +69.6% | +18.7% |
| 6M | +17.6% | -69.7% | +87.2% | +22.6% |
| YTD | +3.8% | -20.2% | +24.0% | +2.7% |
| 1Y | +6.8% | -40.6% | +47.3% | +7.0% |
| 3Y | +42.1% | +221.7% | -179.6% | +29.9% |
| 5Y | -31.2% | +799.0% | -830.1% | -40.2% |
| 10Y | +37.6% | +3,451.5% | -3,413.8% | +11.9% |
| All | +1,523.8% | +9,673.6% | -8,149.8% | +1,159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling