+694.6%
DELL vs STZ
-50.3%
+744.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +1.8% |
| 7D | +25.6% | -7.4% | +33.0% | +25.6% |
| 30D | +17.7% | -10.9% | +28.5% | +17.7% |
| 3M | +33.4% | -13.4% | +46.9% | +33.7% |
| 6M | +266.2% | -16.2% | +282.4% | +266.4% |
| YTD | +328.0% | -10.4% | +338.4% | +318.7% |
| 1Y | +339.6% | -14.8% | +354.4% | +334.4% |
| 3Y | +694.6% | -50.1% | +744.7% | +773.8% |
| All | +694.6% | -50.3% | +744.9% | +773.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling