-35.8%
STZ vs DAR
+13.0%
-48.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.5% |
| 7D | +11.8% | -8.1% | +19.9% | +12.3% |
| 30D | +26.0% | -17.1% | +43.1% | +27.2% |
| 3M | +11.5% | -12.3% | +23.8% | +12.0% |
| 6M | -2.0% | -21.8% | +19.8% | -0.7% |
| YTD | +7.9% | +40.8% | -33.0% | +3.2% |
| 1Y | +13.9% | +57.4% | -43.4% | +7.9% |
| All | -35.8% | +13.0% | -48.8% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling