-32.8%
STZ vs DD
+61.3%
-94.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.9% | -3.5% | +1.6% | -1.1% |
| 30D | -1.9% | -10.3% | +8.4% | +0.5% |
| 3M | -6.2% | -7.5% | +1.3% | -4.7% |
| 6M | -14.0% | -8.0% | -6.0% | -12.9% |
| YTD | -5.1% | +10.5% | -15.6% | -8.4% |
| 1Y | -9.6% | +38.3% | -47.8% | -17.7% |
| 3Y | -47.2% | +42.5% | -89.7% | -53.3% |
| All | -32.8% | +61.3% | -94.1% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling