-71.4%
OPEN vs STZ
+14.7%
-86.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +5.3% | +8.5% | +13.1% |
| 7D | +3.7% | +13.0% | -9.3% | +2.7% |
| 30D | -14.3% | +29.4% | -43.7% | -15.3% |
| 3M | -51.9% | +11.6% | -63.5% | -52.3% |
| 6M | -61.4% | -0.2% | -61.2% | -61.6% |
| YTD | -66.0% | +8.6% | -74.6% | -69.2% |
| 1Y | -71.4% | +15.9% | -87.3% | -76.4% |
| All | -71.4% | +14.7% | -86.1% | -76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling