-71.6%
OPEN vs STZ
-24.2%
-47.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | +0.7% |
| 7D | +1.0% | -7.4% | +8.4% | +5.5% |
| 30D | -11.9% | -10.9% | -1.0% | -6.0% |
| 3M | -28.8% | -13.4% | -15.3% | -23.4% |
| 6M | -38.6% | -16.2% | -22.4% | -33.9% |
| YTD | -47.3% | -10.4% | -36.9% | -46.7% |
| 1Y | -49.2% | -14.8% | -34.4% | -47.0% |
| 3Y | -18.8% | -50.1% | +31.4% | +26.0% |
| 5Y | -83.6% | -38.8% | -44.8% | -77.2% |
| All | -71.6% | -24.2% | -47.3% | -61.2% |
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