+16.6%
STZ vs DAR
+57.1%
-40.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.1% |
| 7D | +5.3% | -3.8% | +9.2% | +5.1% |
| 30D | +19.6% | -14.4% | +34.0% | +18.9% |
| 3M | +10.0% | -17.9% | +27.9% | +9.0% |
| 6M | -0.3% | -18.3% | +18.0% | -0.5% |
| YTD | +8.6% | +43.2% | -34.7% | -5.2% |
| 1Y | +16.6% | +57.7% | -41.1% | +0.4% |
| All | +16.6% | +57.1% | -40.5% | +0.4% |
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