+888.8%
DECK vs STZ
+5.3%
+883.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +6.0% | +11.8% | -5.8% | +1.6% |
| 30D | +7.4% | +26.0% | -18.5% | -1.8% |
| 3M | -11.7% | +11.5% | -23.2% | -15.5% |
| 6M | -11.0% | -2.0% | -9.0% | -10.7% |
| YTD | -15.4% | +7.9% | -23.2% | -18.6% |
| 1Y | +7.2% | +13.9% | -6.7% | +1.0% |
| 3Y | -11.8% | -35.8% | +24.0% | +0.6% |
| 5Y | +24.3% | -28.4% | +52.8% | +34.5% |
| All | +888.8% | +5.3% | +883.5% | +800.7% |
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