+22.7%
RIO vs STZ
+15.6%
+7.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -0.9% | +2.6% | -3.5% | -0.9% |
| 30D | -9.1% | +15.2% | -24.3% | -9.0% |
| 3M | -13.7% | +7.6% | -21.3% | -13.3% |
| 6M | -24.3% | +5.3% | -29.6% | -23.8% |
| YTD | +8.9% | +8.6% | +0.2% | +7.8% |
| 1Y | +22.7% | +15.6% | +7.1% | +17.5% |
| All | +22.7% | +15.6% | +7.1% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling