+31.8%
OMC vs STZ
-10.3%
+42.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.8% |
| 7D | -6.2% | -4.1% | -2.1% | -4.9% |
| 30D | -7.6% | -7.6% | 0.0% | -5.1% |
| 3M | +7.4% | -12.3% | +19.7% | +12.0% |
| 6M | +0.1% | -16.3% | +16.5% | +5.6% |
| YTD | +0.4% | -8.4% | +8.8% | +1.6% |
| 1Y | +7.8% | -10.8% | +18.6% | +9.8% |
| 3Y | +11.8% | -49.0% | +60.8% | +37.3% |
| 5Y | +32.5% | -36.5% | +68.9% | +46.9% |
| All | +31.8% | -10.3% | +42.2% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling