+59.0%
JD vs STZ
+106.5%
-47.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.2% |
| 7D | +13.4% | +4.9% | +8.5% | +11.6% |
| 30D | +7.7% | +20.9% | -13.2% | +1.0% |
| 3M | -11.3% | +8.0% | -19.3% | -13.9% |
| 6M | -5.1% | -5.3% | +0.1% | -4.3% |
| YTD | +5.0% | +5.9% | -0.9% | +1.1% |
| 1Y | -5.6% | +14.2% | -19.9% | -11.7% |
| 3Y | +17.8% | -37.0% | +54.7% | +33.9% |
| 5Y | -57.2% | -29.7% | -27.5% | -53.5% |
| 10Y | +34.8% | +5.2% | +29.6% | +20.4% |
| All | +59.0% | +106.5% | -47.6% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling