-94.7%
OPEN vs STZ
-29.4%
-65.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.1% |
| 7D | -15.0% | +2.6% | -17.6% | -16.4% |
| 30D | -40.2% | +15.2% | -55.4% | -44.9% |
| 3M | -67.4% | +7.6% | -75.0% | -68.9% |
| 6M | -74.0% | +5.3% | -79.3% | -75.2% |
| YTD | -79.6% | +8.6% | -88.2% | -81.7% |
| 1Y | -86.1% | +15.6% | -101.7% | -88.3% |
| 3Y | -41.4% | -35.2% | -6.2% | -21.3% |
| All | -94.7% | -29.4% | -65.4% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling