-43.0%
DT vs STZ
-29.7%
-13.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -24.7% | +4.9% | -29.6% | -25.2% |
| 30D | -27.4% | +20.9% | -48.2% | -29.5% |
| 3M | -11.1% | +8.0% | -19.1% | -12.3% |
| 6M | +13.7% | -5.3% | +19.0% | +14.3% |
| YTD | +0.2% | +5.9% | -5.7% | -3.5% |
| 1Y | -5.7% | +14.2% | -19.9% | -11.3% |
| 3Y | -8.1% | -37.0% | +28.8% | +1.6% |
| All | -43.0% | -29.7% | -13.3% | -42.5% |
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 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