+2.0%
RDW vs STZ
-39.5%
+41.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | +0.9% | -4.5% | +5.3% | +1.7% |
| 30D | -21.3% | -8.6% | -12.7% | -19.9% |
| 3M | -37.9% | -13.8% | -24.1% | -36.2% |
| 6M | +12.3% | -17.2% | +29.4% | +16.0% |
| YTD | +39.7% | -9.4% | +49.1% | +38.2% |
| 1Y | +25.7% | -11.9% | +37.5% | +25.5% |
| 3Y | +230.8% | -49.6% | +280.4% | +292.5% |
| 5Y | -8.8% | -37.2% | +28.4% | +1.7% |
| All | +2.0% | -39.5% | +41.5% | +12.4% |
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