+4,492.6%
OMC vs STZ
+11,030.9%
-6,538.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +1.9% | +2.6% | -0.7% | +1.3% |
| 30D | +12.2% | +15.2% | -3.0% | +9.0% |
| 3M | +0.6% | +7.6% | -7.0% | -1.0% |
| 6M | +21.0% | +5.3% | +15.7% | +19.5% |
| YTD | +12.4% | +8.6% | +3.7% | +9.6% |
| 1Y | +25.4% | +15.6% | +9.8% | +20.7% |
| 3Y | +29.2% | -35.2% | +64.3% | +38.7% |
| 5Y | +52.6% | -29.1% | +81.7% | +59.9% |
| 10Y | +53.6% | +12.9% | +40.7% | +45.4% |
| All | +4,492.6% | +11,030.9% | -6,538.3% | +2,362.0% |
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