+335.6%
DELL vs STZ
-14.3%
+349.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.4% |
| 7D | +8.7% | -6.0% | +14.8% | +6.5% |
| 30D | +16.9% | -8.9% | +25.8% | +13.6% |
| 3M | +40.4% | -12.6% | +53.0% | +35.6% |
| 6M | +267.1% | -17.2% | +284.3% | +251.9% |
| YTD | +329.1% | -10.0% | +339.1% | +301.0% |
| All | +335.6% | -14.3% | +349.9% | +315.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling