+11.8%
STZ vs DD
+99.0%
-87.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | -0.9% | +3.2% | -4.2% | -2.0% |
| 30D | +14.9% | +20.3% | -5.4% | +8.2% |
| 3M | +8.4% | +8.2% | +0.3% | +5.4% |
| 6M | +2.8% | +3.4% | -0.6% | +1.0% |
| YTD | +7.5% | +30.6% | -23.1% | -2.9% |
| 1Y | +12.5% | +30.6% | -18.1% | +1.6% |
| 3Y | -35.4% | +91.1% | -126.5% | -50.0% |
| 5Y | -29.3% | +68.6% | -97.9% | -44.1% |
| 10Y | +11.8% | +99.9% | -88.1% | -25.3% |
| All | +11.8% | +99.0% | -87.2% | -25.3% |
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