-82.4%
OPEN vs STZ
+14.2%
-96.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.8% | -20.0% | -21.5% |
| 7D | -22.2% | +4.9% | -27.1% | -22.3% |
| 30D | -38.3% | +20.9% | -59.2% | -38.3% |
| 3M | -59.4% | +8.0% | -67.3% | -59.4% |
| 6M | -74.4% | -5.3% | -69.1% | -74.4% |
| YTD | -76.0% | +5.9% | -81.9% | -77.7% |
| All | -82.4% | +14.2% | -96.6% | -83.3% |
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 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