-26.7%
DT vs STZ
-33.3%
+6.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.3% | -1.9% | -1.4% | -3.0% |
| 30D | +2.0% | -1.9% | +3.9% | +2.3% |
| 3M | +20.0% | -6.2% | +26.2% | +20.9% |
| 6M | +39.3% | -14.0% | +53.3% | +41.6% |
| YTD | +19.8% | -5.1% | +24.9% | +17.3% |
| 1Y | +4.3% | -9.6% | +13.8% | +3.5% |
| 3Y | +7.7% | -47.2% | +54.9% | +25.6% |
| All | -26.7% | -33.3% | +6.6% | -25.3% |
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