+9,818.1%
STZ vs DD
+1,077.3%
+8,740.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.9% | -3.5% | +1.6% | -1.0% |
| 30D | -1.9% | -10.3% | +8.4% | +1.0% |
| 3M | -6.2% | -7.5% | +1.3% | -4.5% |
| 6M | -14.0% | -8.0% | -6.0% | -12.7% |
| YTD | -5.1% | +10.5% | -15.6% | -8.7% |
| 1Y | -9.6% | +38.3% | -47.8% | -18.5% |
| 3Y | -47.2% | +42.5% | -89.7% | -53.7% |
| 5Y | -33.6% | +60.2% | -93.7% | -44.7% |
| 10Y | -9.8% | +68.9% | -78.6% | -29.9% |
| All | +9,818.1% | +1,077.3% | +8,740.8% | +4,207.3% |
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