+112.2%
DT vs STZ
-29.8%
+141.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -0.5% | -6.0% | +5.5% | +1.5% |
| 30D | +0.1% | -8.9% | +8.9% | +3.0% |
| 3M | +24.1% | -12.6% | +36.7% | +29.0% |
| 6M | +30.1% | -17.2% | +47.3% | +36.3% |
| YTD | +16.8% | -10.0% | +26.8% | +16.6% |
| 1Y | -0.1% | -14.3% | +14.2% | +1.6% |
| 3Y | +6.8% | -49.9% | +56.8% | +33.5% |
| 5Y | -28.4% | -38.2% | +9.9% | -20.7% |
| All | +112.2% | -29.8% | +141.9% | +78.5% |
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