+19.0%
DLR vs STZ
-10.2%
+29.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.6% | -1.9% | +3.5% | +1.7% |
| 30D | -3.4% | -1.9% | -1.5% | -3.2% |
| 3M | +0.5% | -6.2% | +6.7% | +0.8% |
| 6M | +4.6% | -14.0% | +18.6% | +5.2% |
| YTD | +23.4% | -5.1% | +28.5% | +23.2% |
| 1Y | +19.0% | -9.6% | +28.6% | +17.2% |
| All | +19.0% | -10.2% | +29.2% | +17.2% |
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