+1,129.1%
DIA vs STZ
+2,144.5%
-1,015.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | -1.5% | -1.9% | +0.4% | -1.2% |
| 3M | +3.8% | -6.2% | +10.0% | +5.1% |
| 6M | +10.3% | -14.0% | +24.3% | +13.7% |
| YTD | +12.1% | -5.1% | +17.2% | +12.4% |
| 1Y | +18.6% | -9.6% | +28.2% | +20.1% |
| 3Y | +60.6% | -47.2% | +107.9% | +83.7% |
| 5Y | +64.4% | -33.6% | +98.0% | +76.3% |
| 10Y | +250.1% | -9.8% | +259.9% | +239.3% |
| All | +1,129.1% | +2,144.5% | -1,015.4% | +459.4% |
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