+15.9%
STZ vs DAR
+63.3%
-47.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.8% | +5.2% |
| 7D | +13.0% | -5.7% | +18.7% | +12.7% |
| 30D | +29.4% | -16.6% | +46.0% | +28.7% |
| 3M | +11.6% | -13.1% | +24.6% | +10.8% |
| 6M | -0.2% | -18.8% | +18.5% | -0.2% |
| YTD | +8.6% | +45.3% | -36.7% | -5.1% |
| 1Y | +15.9% | +60.6% | -44.7% | -0.5% |
| All | +15.9% | +63.3% | -47.4% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling