+33.2%
OMC vs STZ
-36.5%
+69.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -0.3% |
| 7D | -5.8% | -7.4% | +1.6% | -3.8% |
| 30D | -4.8% | -10.9% | +6.1% | -1.9% |
| 3M | +9.2% | -13.4% | +22.7% | +13.2% |
| 6M | -2.5% | -16.2% | +13.7% | +1.5% |
| YTD | +2.6% | -10.4% | +13.0% | +3.6% |
| 1Y | +5.9% | -14.8% | +20.7% | +8.5% |
| 3Y | +14.2% | -50.1% | +64.3% | +35.1% |
| 5Y | +33.2% | -38.8% | +72.0% | +37.1% |
| All | +33.2% | -36.5% | +69.8% | +37.1% |
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