-5.6%
JD vs STZ
+13.3%
-18.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.8% |
| 7D | +13.4% | +4.9% | +8.5% | +12.8% |
| 30D | +7.7% | +20.9% | -13.2% | +5.6% |
| 3M | -11.3% | +8.0% | -19.3% | -12.1% |
| 6M | -5.1% | -5.3% | +0.1% | -4.6% |
| YTD | +5.0% | +5.9% | -0.9% | +0.3% |
| 1Y | -5.6% | +14.2% | -19.9% | -15.3% |
| All | -5.6% | +13.3% | -18.9% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling