+583.4%
DG vs STZ
+822.8%
-239.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +8.4% | -1.9% | +10.3% | +8.9% |
| 30D | +4.9% | -1.9% | +6.8% | +5.4% |
| 3M | +29.3% | -6.2% | +35.6% | +31.2% |
| 6M | -11.3% | -14.0% | +2.7% | -8.5% |
| YTD | +1.8% | -5.1% | +6.9% | +2.4% |
| 1Y | +25.3% | -9.6% | +34.9% | +27.3% |
| 3Y | +9.1% | -47.2% | +56.3% | +23.6% |
| 5Y | -34.9% | -33.6% | -1.3% | -29.7% |
| 10Y | +108.2% | -9.8% | +117.9% | +105.4% |
| All | +583.4% | +822.8% | -239.4% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling