-24.5%
ON vs STZ
-47.2%
+22.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +2.4% | -1.9% | +4.4% | +2.8% |
| 30D | -3.3% | -1.9% | -1.4% | -3.1% |
| 3M | -43.6% | -6.2% | -37.3% | -43.1% |
| 6M | +19.0% | -14.0% | +33.0% | +22.1% |
| YTD | +37.4% | -5.1% | +42.5% | +34.6% |
| 1Y | +54.8% | -9.6% | +64.3% | +54.1% |
| All | -24.5% | -47.2% | +22.7% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling