+76.3%
DLTR vs STZ
+13.4%
+62.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +5.3% | +2.6% | +2.7% | +4.4% |
| 30D | +13.4% | +15.2% | -1.8% | +8.3% |
| 3M | +6.6% | +7.6% | -1.0% | +4.0% |
| 6M | +59.1% | +5.3% | +53.8% | +55.9% |
| YTD | +12.3% | +8.6% | +3.6% | +8.1% |
| 1Y | +33.9% | +15.6% | +18.3% | +26.2% |
| 3Y | +23.0% | -35.2% | +58.2% | +38.6% |
| 5Y | +22.1% | -29.1% | +51.2% | +33.2% |
| All | +76.3% | +13.4% | +62.9% | +55.8% |
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