+29.8%
DLTR vs STZ
-38.0%
+67.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.0% | -4.7% |
| 7D | -10.2% | -6.0% | -4.2% | -8.2% |
| 30D | -8.5% | -8.9% | +0.4% | -5.4% |
| 3M | +5.6% | -12.6% | +18.1% | +10.6% |
| 6M | +2.2% | -17.2% | +19.4% | +8.5% |
| YTD | -3.8% | -10.0% | +6.3% | -1.4% |
| 1Y | +22.9% | -14.3% | +37.2% | +28.0% |
| 3Y | +2.0% | -49.9% | +52.0% | +31.4% |
| 5Y | +29.8% | -38.2% | +68.0% | +39.6% |
| All | +29.8% | -38.0% | +67.8% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling