-12.7%
JD vs STZ
-16.0%
+3.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.6% | -1.3% |
| 7D | -0.8% | -7.4% | +6.6% | +0.2% |
| 30D | -16.0% | -10.9% | -5.2% | -14.8% |
| 3M | -3.2% | -13.4% | +10.2% | -1.5% |
| 6M | +6.1% | -16.2% | +22.3% | +8.2% |
| YTD | -0.1% | -10.4% | +10.3% | -2.1% |
| 1Y | -12.7% | -14.8% | +2.0% | -11.8% |
| All | -12.7% | -16.0% | +3.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STZ 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling