-10.4%
RKT vs STZ
+14.7%
-25.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.3% | +3.4% | +6.9% |
| 7D | +29.7% | +13.0% | +16.8% | +25.4% |
| 30D | +28.5% | +29.4% | -0.9% | +20.5% |
| 3M | +6.4% | +11.6% | -5.2% | +2.9% |
| 6M | +7.1% | -0.2% | +7.4% | +5.5% |
| YTD | -22.5% | +8.6% | -31.0% | -27.1% |
| 1Y | -10.4% | +15.9% | -26.4% | -19.8% |
| All | -10.4% | +14.7% | -25.2% | -19.8% |
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 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