+165.8%
DLR vs STZ
-14.3%
+180.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +2.3% |
| 7D | +3.4% | -7.4% | +10.8% | +5.8% |
| 30D | -2.2% | -10.9% | +8.7% | +1.2% |
| 3M | +4.7% | -13.4% | +18.2% | +9.1% |
| 6M | +9.0% | -16.2% | +25.2% | +14.4% |
| YTD | +24.1% | -10.4% | +34.6% | +26.4% |
| 1Y | +20.9% | -14.8% | +35.7% | +24.8% |
| 3Y | +60.0% | -50.1% | +110.2% | +95.8% |
| 5Y | +35.3% | -38.8% | +74.1% | +53.2% |
| 10Y | +165.8% | -14.1% | +179.8% | +152.2% |
| All | +165.8% | -14.3% | +180.1% | +152.2% |
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 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