+3,477.6%
DLR vs STZ
+791.6%
+2,686.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | +0.5% | +14.9% | -14.4% | -4.1% |
| 3M | -4.4% | +8.4% | -12.8% | -7.5% |
| 6M | -6.4% | +2.8% | -9.3% | -8.2% |
| YTD | +19.5% | +7.5% | +11.9% | +14.4% |
| 1Y | +10.5% | +12.5% | -2.0% | +4.1% |
| 3Y | +54.0% | -35.4% | +89.4% | +70.9% |
| 5Y | +39.7% | -29.3% | +69.0% | +50.0% |
| 10Y | +189.5% | +11.8% | +177.7% | +153.6% |
| All | +3,477.6% | +791.6% | +2,686.0% | +1,232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling