+13.0%
DLR vs STZ
+14.7%
-1.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.8% | +2.6% |
| 7D | +2.8% | +13.0% | -10.1% | +2.8% |
| 30D | +2.8% | +29.4% | -26.6% | +2.1% |
| 3M | -4.0% | +11.6% | -15.6% | -3.9% |
| 6M | -5.6% | -0.2% | -5.4% | -4.9% |
| YTD | +21.9% | +8.6% | +13.4% | +20.7% |
| 1Y | +13.0% | +15.9% | -2.9% | +12.1% |
| All | +13.0% | +14.7% | -1.7% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling