+1.1%
STZ vs DAR
+268.8%
-267.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +4.9% | -9.9% | +14.8% | +6.9% |
| 30D | +20.9% | -16.4% | +37.3% | +24.7% |
| 3M | +8.0% | -17.1% | +25.0% | +11.2% |
| 6M | -5.3% | -20.5% | +15.2% | -2.0% |
| YTD | +5.9% | +39.4% | -33.5% | -2.5% |
| 1Y | +14.2% | +57.2% | -43.0% | +2.5% |
| 3Y | -37.0% | +13.9% | -50.8% | -41.7% |
| 5Y | -29.7% | -40.8% | +11.1% | -26.4% |
| All | +1.1% | +268.8% | -267.6% | -37.2% |
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