+380.4%
RCL vs STZ
+3.4%
+377.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.5% |
| 7D | +6.5% | +4.9% | +1.6% | +3.5% |
| 30D | +15.9% | +20.9% | -5.0% | +2.3% |
| 3M | +2.7% | +8.0% | -5.3% | -3.2% |
| 6M | +15.2% | -5.3% | +20.5% | +17.2% |
| YTD | +19.2% | +5.9% | +13.3% | +10.1% |
| 1Y | +31.6% | +14.2% | +17.4% | +14.9% |
| 3Y | +274.2% | -37.0% | +311.2% | +366.5% |
| 5Y | +250.1% | -29.7% | +279.8% | +294.0% |
| All | +380.4% | +3.4% | +377.1% | +374.4% |
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