+1,212.9%
DIS vs STZ
+10,950.7%
-9,737.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.3% |
| 7D | +5.7% | +11.8% | -6.1% | +3.1% |
| 30D | +12.7% | +26.0% | -13.3% | +7.1% |
| 3M | +15.2% | +11.5% | +3.7% | +12.4% |
| 6M | +17.6% | -2.0% | +19.5% | +17.8% |
| YTD | +3.8% | +7.9% | -4.0% | +1.4% |
| 1Y | +6.8% | +13.9% | -7.1% | +3.0% |
| 3Y | +42.1% | -35.8% | +78.0% | +53.2% |
| 5Y | -31.2% | -28.4% | -2.7% | -27.8% |
| 10Y | +37.6% | +7.1% | +30.5% | +31.1% |
| All | +1,212.9% | +10,950.7% | -9,737.8% | +559.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling