+535.7%
ON vs STZ
+11.6%
+524.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | +5.3% | -9.5% | -6.4% |
| 30D | -10.2% | +19.6% | -29.8% | -17.9% |
| 3M | -12.7% | +10.0% | -22.7% | -17.6% |
| 6M | -32.5% | -0.3% | -32.3% | -34.1% |
| YTD | +28.6% | +8.6% | +20.0% | +17.7% |
| 1Y | +43.4% | +16.6% | +26.8% | +25.8% |
| 3Y | +3.3% | -34.8% | +38.1% | +21.0% |
| 5Y | +22.5% | -27.8% | +50.3% | +34.4% |
| 10Y | +535.7% | +12.5% | +523.2% | +445.1% |
| All | +535.7% | +11.6% | +524.2% | +445.1% |
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 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