+41.7%
DELL vs STZ
+4.3%
+37.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.7% | -7.9% | -6.4% |
| 7D | +4.9% | +2.6% | +2.3% | +7.8% |
| 30D | -32.1% | +15.2% | -47.3% | -19.7% |
| 3M | -30.2% | +7.6% | -37.9% | -22.4% |
| 6M | +41.7% | +5.3% | +36.4% | +63.4% |
| All | +41.7% | +4.3% | +37.4% | +63.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling