+3,663.8%
STZ vs DAR
+1,762.6%
+1,901.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -1.9% | +1.4% | -3.3% | -2.0% |
| 30D | -1.9% | +12.8% | -14.7% | -2.6% |
| 3M | -6.2% | +7.4% | -13.6% | -6.7% |
| 6M | -14.0% | +22.3% | -36.3% | -15.2% |
| YTD | -5.1% | +81.1% | -86.2% | -8.5% |
| 1Y | -9.6% | +106.5% | -116.1% | -13.6% |
| 3Y | -47.2% | +5.3% | -52.5% | -48.1% |
| 5Y | -33.6% | -11.5% | -22.0% | -34.5% |
| 10Y | -9.8% | +353.3% | -363.1% | -18.7% |
| All | +3,663.8% | +1,762.6% | +1,901.2% | +3,031.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling