+5,152.4%
STZ vs DGX
+9,592.6%
-4,440.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +4.9% | +1.5% | +3.4% | +4.6% |
| 30D | +20.9% | +12.6% | +8.3% | +17.5% |
| 3M | +8.0% | +7.6% | +0.4% | +6.0% |
| 6M | -5.3% | +36.2% | -41.5% | -12.4% |
| YTD | +5.9% | +49.8% | -43.9% | -4.4% |
| 1Y | +14.2% | +47.3% | -33.0% | +3.4% |
| 3Y | -37.0% | +102.1% | -139.0% | -47.4% |
| 5Y | -29.7% | +100.3% | -130.0% | -41.7% |
| 10Y | +5.2% | +283.1% | -278.0% | -26.3% |
| All | +5,152.4% | +9,592.6% | -4,440.2% | +1,986.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 all: compounded portfolio wealth divided by compounded DGX 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…
all analysis · Full analysis span regression · 6 months rolling