-2.0%
STZ vs DD
+5.6%
-7.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.8% |
| 7D | +11.8% | +3.1% | +8.7% | +11.7% |
| 30D | +26.0% | +8.7% | +17.2% | +25.7% |
| 3M | +11.5% | -1.2% | +12.8% | +11.5% |
| 6M | -2.0% | -1.1% | -0.9% | -1.8% |
| All | -2.0% | +5.6% | -7.5% | -1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling