+102.2%
DG vs STZ
-13.0%
+115.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -4.8% | -6.0% | +1.2% | -3.3% |
| 30D | +1.8% | -8.9% | +10.6% | +4.2% |
| 3M | +14.5% | -12.6% | +27.0% | +18.5% |
| 6M | -13.6% | -17.2% | +3.7% | -9.6% |
| YTD | -4.8% | -10.0% | +5.2% | -2.9% |
| 1Y | +21.6% | -14.3% | +35.9% | +25.4% |
| 3Y | +4.5% | -49.9% | +54.4% | +22.3% |
| 5Y | -38.5% | -38.2% | -0.2% | -31.4% |
| 10Y | +102.2% | -12.0% | +114.2% | +97.2% |
| All | +102.2% | -13.0% | +115.3% | +97.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling