+235.3%
DIA vs STZ
+12.6%
+222.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +1.2% | +14.7% | -13.5% | -3.2% |
| 3M | -2.4% | +8.8% | -11.2% | -5.4% |
| 6M | +5.7% | +3.1% | +2.6% | +3.8% |
| YTD | +9.9% | +7.9% | +2.0% | +5.2% |
| 1Y | +9.8% | +14.2% | -4.4% | +2.8% |
| 3Y | +59.8% | -35.2% | +95.0% | +78.7% |
| 5Y | +57.7% | -29.6% | +87.3% | +68.7% |
| All | +235.3% | +12.6% | +222.7% | +207.9% |
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