+107.6%
DG vs STZ
-13.5%
+121.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -2.6% |
| 7D | -2.5% | -7.4% | +4.9% | -0.5% |
| 30D | +1.0% | -10.9% | +11.9% | +4.1% |
| 3M | +20.3% | -13.4% | +33.7% | +24.8% |
| 6M | -11.7% | -16.2% | +4.5% | -7.9% |
| YTD | -2.3% | -10.4% | +8.1% | -0.2% |
| 1Y | +20.0% | -14.8% | +34.8% | +24.0% |
| 3Y | +7.2% | -50.1% | +57.4% | +25.7% |
| 5Y | -37.9% | -38.8% | +0.9% | -30.6% |
| All | +107.6% | -13.5% | +121.0% | +102.6% |
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