+246.2%
DIA vs STZ
-14.3%
+260.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +0.6% |
| 7D | +0.1% | -7.4% | +7.4% | +2.4% |
| 30D | -2.1% | -10.9% | +8.8% | +1.4% |
| 3M | +4.2% | -13.4% | +17.6% | +8.5% |
| 6M | +11.9% | -16.2% | +28.1% | +17.2% |
| YTD | +10.8% | -10.4% | +21.3% | +12.8% |
| 1Y | +17.5% | -14.8% | +32.3% | +21.2% |
| 3Y | +59.9% | -50.1% | +110.1% | +95.3% |
| 5Y | +64.1% | -38.8% | +102.9% | +83.2% |
| 10Y | +246.2% | -14.1% | +260.3% | +236.1% |
| All | +246.2% | -14.3% | +260.5% | +236.1% |
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