+15.5%
STZ vs DAR
+307.1%
-291.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | -0.1% |
| 7D | 0.0% | +9.2% | -9.2% | -1.6% |
| 30D | +14.7% | -12.3% | +27.0% | +17.3% |
| 3M | +8.8% | -12.7% | +21.5% | +11.0% |
| 6M | +3.1% | -12.8% | +15.8% | +4.8% |
| YTD | +7.9% | +53.8% | -45.9% | -2.5% |
| 1Y | +14.2% | +60.3% | -46.1% | +2.2% |
| 3Y | -35.2% | +31.7% | -66.9% | -41.8% |
| 5Y | -29.6% | -27.7% | -1.8% | -29.6% |
| All | +15.5% | +307.1% | -291.5% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling