+851.5%
DE vs STZ
-11.3%
+862.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -2.6% | -4.5% | +1.9% | -0.9% |
| 30D | +9.0% | -8.6% | +17.6% | +12.7% |
| 3M | +19.1% | -13.8% | +32.9% | +25.5% |
| 6M | +14.4% | -17.2% | +31.5% | +21.8% |
| YTD | +45.9% | -9.4% | +55.3% | +49.0% |
| 1Y | +43.6% | -11.9% | +55.5% | +47.6% |
| 3Y | +75.9% | -49.6% | +125.5% | +124.6% |
| 5Y | +98.8% | -37.2% | +135.9% | +127.7% |
| All | +851.5% | -11.3% | +862.8% | +868.6% |
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 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