+77.5%
DE vs STZ
-50.3%
+127.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -0.4% |
| 7D | +0.7% | -7.4% | +8.1% | +2.7% |
| 30D | +9.6% | -10.9% | +20.5% | +12.9% |
| 3M | +19.0% | -13.4% | +32.4% | +23.0% |
| 6M | +16.1% | -16.2% | +32.3% | +20.7% |
| YTD | +47.0% | -10.4% | +57.5% | +49.1% |
| 1Y | +43.1% | -14.8% | +57.9% | +47.2% |
| 3Y | +77.5% | -50.1% | +127.6% | +114.8% |
| All | +77.5% | -50.3% | +127.8% | +114.8% |
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