+32.6%
DIS vs STZ
+12.2%
+20.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.7% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | +10.3% | +14.9% | -4.6% | +4.6% |
| 3M | +15.6% | +8.4% | +7.1% | +11.9% |
| 6M | +15.1% | +2.8% | +12.3% | +13.3% |
| YTD | +6.0% | +7.5% | -1.6% | +1.4% |
| 1Y | +5.7% | +12.5% | -6.9% | -0.8% |
| 3Y | +39.8% | -35.4% | +75.2% | +58.8% |
| 5Y | -23.9% | -29.3% | +5.4% | -17.8% |
| All | +32.6% | +12.2% | +20.4% | +20.8% |
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