+741.1%
DECK vs STZ
-9.8%
+750.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -2.2% | -1.9% | -0.3% | -1.5% |
| 30D | -13.6% | -1.9% | -11.7% | -13.0% |
| 3M | -21.2% | -6.2% | -15.0% | -19.4% |
| 6M | -21.1% | -14.0% | -7.1% | -16.7% |
| YTD | -17.2% | -5.1% | -12.1% | -16.2% |
| 1Y | -30.7% | -9.6% | -21.2% | -28.7% |
| 3Y | -3.4% | -47.2% | +43.9% | +19.5% |
| 5Y | +25.5% | -33.6% | +59.1% | +39.9% |
| All | +741.1% | -9.8% | +750.9% | +700.2% |
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