+36.3%
DIS vs STZ
+11.6%
+24.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.4% | +5.3% | -0.9% | +2.4% |
| 30D | +10.3% | +19.6% | -9.3% | +3.1% |
| 3M | +15.5% | +10.0% | +5.6% | +11.3% |
| 6M | +11.2% | -0.3% | +11.5% | +10.7% |
| YTD | +5.6% | +8.6% | -3.0% | +0.7% |
| 1Y | +7.7% | +16.6% | -8.8% | -0.2% |
| 3Y | +39.3% | -34.8% | +74.1% | +57.6% |
| 5Y | -29.5% | -27.8% | -1.7% | -24.6% |
| 10Y | +36.3% | +12.5% | +23.7% | +24.7% |
| All | +36.3% | +11.6% | +24.7% | +24.7% |
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