+233.6%
DIA vs STZ
+9.8%
+223.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -0.9% | +4.9% | -5.9% | -2.4% |
| 30D | +0.3% | +20.9% | -20.6% | -5.7% |
| 3M | -4.5% | +8.0% | -12.5% | -7.2% |
| 6M | +3.4% | -5.3% | +8.6% | +4.3% |
| YTD | +7.8% | +5.9% | +1.8% | +3.7% |
| 1Y | +10.7% | +14.2% | -3.5% | +3.6% |
| 3Y | +57.5% | -37.0% | +94.5% | +77.8% |
| 5Y | +53.7% | -29.7% | +83.4% | +64.3% |
| All | +233.6% | +9.8% | +223.8% | +209.5% |
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 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