+121.4%
DAL vs STZ
+12.8%
+108.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +2.3% | -0.9% | +3.3% | +2.8% |
| 30D | +14.3% | +14.9% | -0.6% | +6.6% |
| 3M | +1.3% | +8.4% | -7.1% | -3.3% |
| 6M | +29.3% | +2.8% | +26.5% | +26.1% |
| YTD | +33.0% | +7.5% | +25.5% | +24.7% |
| 1Y | +59.8% | +12.5% | +47.3% | +46.0% |
| 3Y | +177.2% | -35.4% | +212.6% | +227.0% |
| 5Y | +118.4% | -29.3% | +147.6% | +140.0% |
| 10Y | +121.4% | +11.8% | +109.6% | +93.3% |
| All | +121.4% | +12.8% | +108.6% | +93.3% |
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