+168.1%
DAL vs STZ
-36.0%
+204.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | +4.6% | +11.8% | -7.2% | +2.4% |
| 30D | +2.3% | +26.0% | -23.7% | -2.2% |
| 3M | -8.1% | +11.5% | -19.6% | -10.1% |
| 6M | +21.4% | -2.0% | +23.4% | +21.8% |
| YTD | +24.3% | +7.9% | +16.5% | +21.6% |
| 1Y | +47.4% | +13.9% | +33.5% | +42.3% |
| All | +168.1% | -36.0% | +204.1% | +176.6% |
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