+2.1%
DLTR vs STZ
-49.9%
+52.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.0% | -4.7% |
| 7D | -10.2% | -6.0% | -4.2% | -8.6% |
| 30D | -8.5% | -8.9% | +0.4% | -6.1% |
| 3M | +5.6% | -12.6% | +18.1% | +9.5% |
| 6M | +2.2% | -17.2% | +19.4% | +7.1% |
| YTD | -3.8% | -10.0% | +6.3% | -1.8% |
| 1Y | +22.9% | -14.3% | +37.2% | +27.0% |
| All | +2.1% | -49.9% | +52.0% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling