-70.8%
OPEN vs STZ
-19.7%
-51.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | -4.3% | -1.9% | -2.3% | -3.2% |
| 30D | -16.2% | -1.9% | -14.3% | -15.5% |
| 3M | -36.4% | -6.2% | -30.1% | -34.8% |
| 6M | -35.5% | -14.0% | -21.4% | -31.3% |
| YTD | -46.0% | -5.1% | -40.9% | -47.1% |
| 1Y | -47.1% | -9.6% | -37.6% | -46.6% |
| 3Y | -19.0% | -47.2% | +28.2% | +21.7% |
| 5Y | -83.6% | -33.6% | -50.0% | -78.1% |
| All | -70.8% | -19.7% | -51.1% | -61.5% |
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