+114.2%
DAL vs STZ
-27.6%
+141.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +4.5% |
| 7D | +10.0% | +3.4% | +6.6% | +9.0% |
| 30D | +12.0% | +19.6% | -7.6% | +6.0% |
| 3M | +0.8% | +8.0% | -7.2% | -1.8% |
| 6M | +26.2% | -0.3% | +26.4% | +25.8% |
| YTD | +33.7% | +8.6% | +25.1% | +28.2% |
| 1Y | +57.6% | +17.3% | +40.2% | +46.7% |
| 3Y | +183.5% | -34.7% | +218.2% | +215.5% |
| 5Y | +114.2% | -27.6% | +141.8% | +99.0% |
| All | +114.2% | -27.6% | +141.8% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling