+561.8%
ON vs STZ
-14.3%
+576.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.6% | +1.2% | -1.8% |
| 7D | -2.2% | -7.4% | +5.2% | +1.5% |
| 30D | -12.4% | -10.9% | -1.5% | -7.8% |
| 3M | -41.2% | -13.4% | -27.8% | -37.7% |
| 6M | +25.0% | -16.2% | +41.2% | +32.8% |
| YTD | +31.3% | -10.4% | +41.7% | +32.9% |
| 1Y | +45.4% | -14.8% | +60.2% | +50.6% |
| 3Y | -27.4% | -50.1% | +22.7% | -2.3% |
| 5Y | +58.5% | -38.8% | +97.3% | +89.1% |
| 10Y | +561.8% | -14.1% | +575.9% | +542.8% |
| All | +561.8% | -14.3% | +576.1% | +542.8% |
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