+1.1%
STZ vs DD
+87.9%
-86.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +4.9% | +4.6% | +0.3% | +3.2% |
| 30D | +20.9% | +11.8% | +9.1% | +16.5% |
| 3M | +8.0% | +2.2% | +5.8% | +6.9% |
| 6M | -5.3% | -1.6% | -3.7% | -5.6% |
| YTD | +5.9% | +23.0% | -17.1% | -2.5% |
| 1Y | +14.2% | +26.9% | -12.7% | +4.0% |
| 3Y | -37.0% | +77.9% | -114.9% | -50.1% |
| 5Y | -29.7% | +59.9% | -89.6% | -43.5% |
| All | +1.1% | +87.9% | -86.8% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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