+4.4%
RDW vs STZ
-38.9%
+43.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.2% |
| 7D | +4.8% | -4.1% | +8.9% | +5.6% |
| 30D | -19.5% | -7.6% | -12.0% | -18.3% |
| 3M | -26.9% | -12.3% | -14.6% | -25.2% |
| 6M | +17.8% | -16.3% | +34.1% | +21.5% |
| YTD | +43.0% | -8.4% | +51.4% | +41.1% |
| 1Y | +32.1% | -10.8% | +42.9% | +31.5% |
| 3Y | +250.6% | -49.0% | +299.6% | +314.9% |
| 5Y | -6.6% | -36.5% | +29.9% | +3.8% |
| All | +4.4% | -38.9% | +43.3% | +14.8% |
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