+14.2%
STZ vs DD
+26.6%
-12.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +4.9% | +4.6% | +0.3% | +4.4% |
| 30D | +20.9% | +11.8% | +9.1% | +19.4% |
| 3M | +8.0% | +2.2% | +5.8% | +7.8% |
| 6M | -5.3% | -1.6% | -3.7% | -4.9% |
| YTD | +5.9% | +23.0% | -17.1% | -1.3% |
| 1Y | +14.2% | +26.9% | -12.7% | +5.7% |
| All | +14.2% | +26.6% | -12.4% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling