+6,920.8%
DECK vs STZ
+4,996.8%
+1,924.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -2.2% | -1.9% | -0.3% | -1.8% |
| 30D | -13.6% | -1.9% | -11.7% | -13.2% |
| 3M | -21.2% | -6.2% | -15.0% | -20.0% |
| 6M | -21.1% | -14.0% | -7.1% | -18.2% |
| YTD | -17.2% | -5.1% | -12.1% | -16.4% |
| 1Y | -30.7% | -9.6% | -21.2% | -29.3% |
| 3Y | -3.4% | -47.2% | +43.9% | +11.1% |
| 5Y | +25.5% | -33.6% | +59.1% | +36.0% |
| 10Y | +714.7% | -9.8% | +724.4% | +703.4% |
| All | +6,920.8% | +4,996.8% | +1,924.0% | +4,016.0% |
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