+4,168.9%
OMC vs STZ
+9,621.1%
-5,452.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | -6.4% | -1.9% | -4.5% | -6.0% |
| 30D | +1.1% | -1.9% | +3.0% | +1.5% |
| 3M | +10.4% | -6.2% | +16.6% | +11.7% |
| 6M | -1.7% | -14.0% | +12.3% | +1.0% |
| YTD | +4.4% | -5.1% | +9.6% | +4.7% |
| 1Y | +8.4% | -9.6% | +18.0% | +9.7% |
| 3Y | +14.4% | -47.2% | +61.6% | +28.0% |
| 5Y | +33.9% | -33.6% | +67.4% | +42.2% |
| 10Y | +34.9% | -9.8% | +44.6% | +33.1% |
| All | +4,168.9% | +9,621.1% | -5,452.2% | +2,253.2% |
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