-28.4%
STZ vs DAR
-40.1%
+11.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.4% |
| 7D | +11.8% | -8.1% | +19.9% | +12.6% |
| 30D | +26.0% | -17.1% | +43.1% | +28.2% |
| 3M | +11.5% | -12.3% | +23.8% | +12.6% |
| 6M | -2.0% | -21.8% | +19.8% | +0.1% |
| YTD | +7.9% | +40.8% | -33.0% | +2.3% |
| 1Y | +13.9% | +57.4% | -43.4% | +6.5% |
| 3Y | -35.8% | +12.1% | -48.0% | -38.5% |
| 5Y | -28.4% | -40.2% | +11.8% | -24.2% |
| All | -28.4% | -40.1% | +11.7% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling