+43.3%
DIS vs STZ
-37.2%
+80.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +5.2% | +4.9% | +0.3% | +4.2% |
| 30D | +11.5% | +20.9% | -9.4% | +7.0% |
| 3M | +11.5% | +8.0% | +3.5% | +9.6% |
| 6M | +8.9% | -5.3% | +14.2% | +9.4% |
| YTD | +3.4% | +5.9% | -2.5% | +1.2% |
| 1Y | +7.2% | +14.2% | -7.0% | +3.3% |
| 3Y | +43.3% | -37.0% | +80.3% | +50.4% |
| All | +43.3% | -37.2% | +80.5% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling