+22.0%
DIS vs STZ
-9.3%
+31.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -2.6% | -1.9% | -0.7% | -1.9% |
| 30D | +3.5% | -1.9% | +5.4% | +4.2% |
| 3M | +6.8% | -6.2% | +13.1% | +9.1% |
| 6M | +3.0% | -14.0% | +17.0% | +8.1% |
| YTD | -6.7% | -5.1% | -1.6% | -6.3% |
| 1Y | -10.1% | -9.6% | -0.5% | -8.3% |
| 3Y | +33.0% | -47.2% | +80.3% | +63.3% |
| 5Y | -40.0% | -33.6% | -6.4% | -33.9% |
| All | +22.0% | -9.3% | +31.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling