+3,922.7%
DELL vs STZ
-10.3%
+3,933.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.2% | -5.9% |
| 7D | -1.9% | -4.1% | +2.2% | -0.8% |
| 30D | +14.9% | -7.6% | +22.5% | +17.3% |
| 3M | +37.2% | -12.3% | +49.5% | +41.5% |
| 6M | +254.0% | -16.3% | +270.3% | +267.1% |
| YTD | +306.1% | -8.4% | +314.5% | +303.0% |
| 1Y | +312.3% | -10.8% | +323.1% | +312.0% |
| 3Y | +654.0% | -49.0% | +703.0% | +817.9% |
| 5Y | +1,055.3% | -36.5% | +1,091.8% | +1,174.1% |
| All | +3,922.7% | -10.3% | +3,933.0% | +3,684.2% |
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