+15,893.3%
DE vs STZ
+11,030.9%
+4,862.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +0.3% | +2.6% | -2.3% | -0.3% |
| 30D | +3.6% | +15.2% | -11.6% | -0.2% |
| 3M | +10.2% | +7.6% | +2.6% | +7.9% |
| 6M | +16.6% | +5.3% | +11.3% | +14.3% |
| YTD | +45.8% | +8.6% | +37.2% | +41.3% |
| 1Y | +43.9% | +15.6% | +28.3% | +37.1% |
| 3Y | +89.6% | -35.2% | +124.8% | +106.5% |
| 5Y | +100.3% | -29.1% | +129.4% | +112.6% |
| 10Y | +760.8% | +12.9% | +747.8% | +705.6% |
| All | +15,893.3% | +11,030.9% | +4,862.3% | +6,414.0% |
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 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