+98.2%
DE vs STZ
-38.0%
+136.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -3.0% | -6.0% | +3.0% | -1.1% |
| 30D | +11.1% | -8.9% | +20.0% | +14.4% |
| 3M | +17.6% | -12.6% | +30.2% | +22.2% |
| 6M | +13.6% | -17.2% | +30.8% | +19.8% |
| YTD | +46.3% | -10.0% | +56.3% | +48.8% |
| 1Y | +44.2% | -14.3% | +58.5% | +48.9% |
| 3Y | +76.6% | -49.9% | +126.5% | +121.9% |
| 5Y | +98.2% | -38.2% | +136.5% | +111.0% |
| All | +98.2% | -38.0% | +136.2% | +111.0% |
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