+53.9%
RGTI vs STZ
-44.1%
+98.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | +2.5% | -6.0% | +8.5% | +4.4% |
| 30D | -13.7% | -8.9% | -4.8% | -11.3% |
| 3M | -22.6% | -12.6% | -10.0% | -19.7% |
| 6M | -13.4% | -17.2% | +3.8% | -8.9% |
| YTD | -31.2% | -10.0% | -21.2% | -31.5% |
| 1Y | -7.6% | -14.3% | +6.7% | -6.2% |
| 3Y | +669.7% | -49.9% | +719.6% | +910.7% |
| 5Y | +57.0% | -38.2% | +95.3% | +93.5% |
| All | +53.9% | -44.1% | +98.1% | +90.6% |
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