+209.9%
ON vs STZ
+2,331.3%
-2,121.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +2.4% | -1.9% | +4.4% | +3.2% |
| 30D | -3.3% | -1.9% | -1.4% | -2.9% |
| 3M | -43.6% | -6.2% | -37.3% | -42.8% |
| 6M | +19.0% | -14.0% | +33.0% | +23.7% |
| YTD | +37.4% | -5.1% | +42.5% | +36.5% |
| 1Y | +54.8% | -9.6% | +64.3% | +56.3% |
| 3Y | -25.2% | -47.2% | +22.1% | -8.9% |
| 5Y | +62.7% | -33.6% | +96.3% | +82.0% |
| 10Y | +574.3% | -9.8% | +584.1% | +562.9% |
| All | +209.9% | +2,331.3% | -2,121.4% | +31.3% |
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