+26.1%
DECK vs STZ
-33.3%
+59.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.5% |
| 6M | -21.1% | -14.0% | -7.1% | -17.0% |
| YTD | -17.2% | -5.1% | -12.1% | -16.3% |
| 1Y | -30.7% | -9.6% | -21.2% | -28.9% |
| 3Y | -3.4% | -47.2% | +43.9% | +16.0% |
| All | +26.1% | -33.3% | +59.4% | +35.9% |
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