+98.5%
DAL vs STZ
-47.3%
+145.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.5% |
| 30D | -13.9% | -1.9% | -12.0% | -13.6% |
| 3M | +1.1% | -6.2% | +7.3% | +2.3% |
| 6M | +26.2% | -14.0% | +40.3% | +29.9% |
| YTD | +16.4% | -5.1% | +21.5% | +16.7% |
| 1Y | +33.9% | -9.6% | +43.4% | +35.4% |
| All | +98.5% | -47.3% | +145.7% | +108.0% |
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 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