-61.3%
JD vs STZ
-33.3%
-28.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -1.7% | -1.9% | +0.3% | -1.1% |
| 30D | -13.2% | -1.9% | -11.3% | -12.8% |
| 3M | -3.2% | -6.2% | +3.0% | -1.8% |
| 6M | +15.2% | -14.0% | +29.2% | +19.6% |
| YTD | +2.0% | -5.1% | +7.1% | +1.7% |
| 1Y | -5.4% | -9.6% | +4.2% | -4.4% |
| 3Y | -9.1% | -47.2% | +38.1% | +11.5% |
| All | -61.3% | -33.3% | -28.0% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling