+381.8%
DAL vs STZ
+666.1%
-284.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | +4.6% | +11.8% | -7.2% | -0.7% |
| 30D | +2.3% | +26.0% | -23.7% | -8.5% |
| 3M | -8.1% | +11.5% | -19.6% | -13.4% |
| 6M | +21.4% | -2.0% | +23.4% | +21.2% |
| YTD | +24.3% | +7.9% | +16.5% | +17.0% |
| 1Y | +47.4% | +13.9% | +33.5% | +34.7% |
| 3Y | +164.6% | -35.8% | +200.5% | +208.4% |
| 5Y | +100.2% | -28.4% | +128.7% | +118.9% |
| 10Y | +124.9% | +7.1% | +117.8% | +96.4% |
| All | +381.8% | +666.1% | -284.2% | +34.2% |
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