-28.4%
STZ vs DD
+59.7%
-88.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.2% |
| 7D | +11.8% | +3.1% | +8.7% | +10.8% |
| 30D | +26.0% | +8.7% | +17.2% | +23.4% |
| 3M | +11.5% | -1.2% | +12.8% | +11.6% |
| 6M | -2.0% | -1.1% | -0.9% | -2.2% |
| YTD | +7.9% | +21.7% | -13.8% | +1.6% |
| 1Y | +13.9% | +24.0% | -10.1% | +6.7% |
| 3Y | -35.8% | +75.6% | -111.5% | -46.1% |
| 5Y | -28.4% | +58.2% | -86.6% | -39.8% |
| All | -28.4% | +59.7% | -88.2% | -39.8% |
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