-87.0%
OPEN vs STZ
-10.4%
-76.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.8% | -20.0% | -20.7% |
| 7D | -22.2% | +4.9% | -27.1% | -23.9% |
| 30D | -38.3% | +20.9% | -59.2% | -44.5% |
| 3M | -59.4% | +8.0% | -67.3% | -61.2% |
| 6M | -74.4% | -5.3% | -69.1% | -73.8% |
| YTD | -76.0% | +5.9% | -81.9% | -77.9% |
| 1Y | -78.7% | +14.2% | -92.9% | -81.5% |
| 3Y | -30.0% | -37.0% | +7.0% | -7.6% |
| 5Y | -93.7% | -29.7% | -64.0% | -91.9% |
| All | -87.0% | -10.4% | -76.7% | -83.9% |
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