+3,595.7%
DLR vs STZ
+686.8%
+2,908.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +1.6% | -1.9% | +3.5% | +2.2% |
| 30D | -3.4% | -1.9% | -1.5% | -2.9% |
| 3M | +0.5% | -6.2% | +6.7% | +2.2% |
| 6M | +4.6% | -14.0% | +18.6% | +9.0% |
| YTD | +23.4% | -5.1% | +28.5% | +23.7% |
| 1Y | +19.0% | -9.6% | +28.6% | +20.8% |
| 3Y | +56.5% | -47.2% | +103.8% | +86.6% |
| 5Y | +33.3% | -33.6% | +66.9% | +46.7% |
| 10Y | +165.1% | -9.8% | +174.9% | +150.1% |
| All | +3,595.7% | +686.8% | +2,908.9% | +1,340.7% |
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