+7.7%
DIS vs STZ
+17.1%
-9.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.4% |
| 7D | +5.3% | +3.4% | +1.9% | +4.4% |
| 30D | +10.2% | +19.6% | -9.3% | +5.6% |
| 3M | +13.5% | +8.0% | +5.5% | +11.2% |
| 6M | +11.1% | -0.3% | +11.4% | +9.9% |
| YTD | +5.5% | +8.6% | -3.1% | +1.1% |
| All | +7.7% | +17.1% | -9.4% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling