+186.9%
DLR vs STZ
+11.6%
+175.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.6% |
| 7D | +2.4% | +3.4% | -1.1% | +1.3% |
| 30D | +0.7% | +19.6% | -18.8% | -4.8% |
| 3M | -6.4% | +8.0% | -14.5% | -9.1% |
| 6M | -6.5% | -0.3% | -6.3% | -7.2% |
| YTD | +18.8% | +8.6% | +10.2% | +13.6% |
| 1Y | +9.0% | +17.3% | -8.3% | +1.4% |
| 3Y | +54.5% | -34.7% | +89.2% | +72.2% |
| 5Y | +35.8% | -27.6% | +63.5% | +45.6% |
| All | +186.9% | +11.6% | +175.3% | +158.6% |
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