-35.2%
STZ vs DTE
+57.1%
-92.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +2.6% | +3.4% | -0.9% | +1.0% |
| 30D | +15.2% | +8.9% | +6.3% | +11.0% |
| 3M | +7.6% | +1.1% | +6.6% | +7.0% |
| 6M | +5.3% | +0.1% | +5.2% | +5.1% |
| YTD | +8.6% | +11.1% | -2.4% | +3.4% |
| 1Y | +15.6% | +4.9% | +10.6% | +12.7% |
| 3Y | -35.2% | +58.6% | -93.7% | -45.6% |
| All | -35.2% | +57.1% | -92.3% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling