+44.0%
DLTR vs STZ
-10.3%
+54.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.4% |
| 7D | -9.4% | -4.1% | -5.4% | -8.2% |
| 30D | -7.3% | -7.6% | +0.3% | -5.0% |
| 3M | +7.6% | -12.3% | +19.8% | +12.1% |
| 6M | +1.6% | -16.3% | +17.9% | +7.0% |
| YTD | -3.5% | -8.4% | +4.8% | -1.7% |
| 1Y | +20.0% | -10.8% | +30.9% | +23.1% |
| 3Y | +2.3% | -49.0% | +51.3% | +24.7% |
| 5Y | +31.5% | -36.5% | +68.0% | +48.9% |
| All | +44.0% | -10.3% | +54.4% | +38.2% |
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