+10,972.7%
STZ vs DTE
+2,472.1%
+8,500.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.9% |
| 7D | +4.9% | -0.3% | +5.2% | +5.1% |
| 30D | +20.9% | +6.2% | +14.7% | +17.9% |
| 3M | +8.0% | -2.6% | +10.6% | +9.2% |
| 6M | -5.3% | -3.5% | -1.8% | -3.9% |
| YTD | +5.9% | +7.4% | -1.4% | +2.5% |
| 1Y | +14.2% | +4.2% | +10.0% | +11.8% |
| 3Y | -37.0% | +51.7% | -88.7% | -47.8% |
| 5Y | -29.7% | +39.7% | -69.4% | -40.2% |
| 10Y | +5.2% | +137.5% | -132.3% | -29.2% |
| All | +10,972.7% | +2,472.1% | +8,500.6% | +3,807.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling