+923.3%
DECK vs STZ
+7.7%
+915.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.3% | +0.6% | +3.9% |
| 7D | +10.4% | +13.0% | -2.6% | +5.3% |
| 30D | +11.1% | +29.4% | -18.3% | +0.5% |
| 3M | -10.8% | +11.6% | -22.4% | -14.7% |
| 6M | -8.7% | -0.2% | -8.5% | -9.1% |
| YTD | -14.0% | +8.6% | -22.6% | -17.5% |
| 1Y | +12.0% | +15.9% | -3.9% | +4.8% |
| 3Y | -10.5% | -35.4% | +25.0% | +1.9% |
| 5Y | +28.5% | -26.9% | +55.4% | +37.8% |
| 10Y | +923.3% | +7.8% | +915.5% | +834.2% |
| All | +923.3% | +7.7% | +915.6% | +834.2% |
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