+20.9%
DLR vs STZ
-16.0%
+36.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.9% |
| 7D | +3.4% | -7.4% | +10.8% | +3.8% |
| 30D | -2.2% | -10.9% | +8.7% | -1.6% |
| 3M | +4.7% | -13.4% | +18.2% | +5.5% |
| 6M | +9.0% | -16.2% | +25.2% | +10.2% |
| YTD | +24.1% | -10.4% | +34.6% | +24.4% |
| 1Y | +20.9% | -14.8% | +35.7% | +19.3% |
| All | +20.9% | -16.0% | +36.9% | +19.3% |
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