+11,247.2%
STZ vs DD
+1,248.5%
+9,998.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.1% | +5.8% |
| 7D | +13.0% | +8.7% | +4.3% | +10.2% |
| 30D | +29.4% | +15.3% | +14.1% | +24.2% |
| 3M | +11.6% | +5.9% | +5.7% | +9.5% |
| 6M | -0.2% | +11.6% | -11.8% | -4.0% |
| YTD | +8.6% | +26.5% | -18.0% | +0.4% |
| 1Y | +15.9% | +35.4% | -19.5% | +5.2% |
| 3Y | -35.4% | +82.7% | -118.1% | -47.2% |
| 5Y | -26.9% | +66.3% | -93.2% | -39.7% |
| 10Y | +7.8% | +95.5% | -87.8% | -19.8% |
| All | +11,247.2% | +1,248.5% | +9,998.7% | +4,634.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling