+87.8%
DT vs STZ
-15.2%
+103.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +3.1% | +2.6% | +0.6% | +2.3% |
| 30D | -29.5% | +15.2% | -44.7% | -32.8% |
| 3M | -11.7% | +7.6% | -19.4% | -14.2% |
| 6M | +29.0% | +5.3% | +23.7% | +25.7% |
| YTD | +3.4% | +8.6% | -5.3% | -3.1% |
| 1Y | -4.2% | +15.6% | -19.8% | -12.8% |
| 3Y | -12.8% | -35.2% | +22.3% | -1.3% |
| 5Y | -39.6% | -29.1% | -10.5% | -35.6% |
| All | +87.8% | -15.2% | +103.0% | +48.2% |
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