+163.8%
ON vs STZ
+2,614.3%
-2,450.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -11.7% | +4.9% | -16.6% | -13.3% |
| 30D | -23.3% | +20.9% | -44.1% | -28.9% |
| 3M | -19.2% | +8.0% | -27.2% | -22.3% |
| 6M | -40.1% | -5.3% | -34.9% | -40.2% |
| YTD | +16.9% | +5.9% | +11.0% | +10.6% |
| 1Y | +29.7% | +14.2% | +15.5% | +19.0% |
| 3Y | -4.4% | -37.0% | +32.6% | +8.2% |
| 5Y | +7.1% | -29.7% | +36.8% | +16.2% |
| 10Y | +447.2% | +5.2% | +442.0% | +405.0% |
| All | +163.8% | +2,614.3% | -2,450.5% | +6.3% |
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