-24.1%
RKT vs STZ
-4.0%
-20.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -9.0% | +2.6% | -11.5% | -9.9% |
| 30D | +30.2% | +15.2% | +15.0% | +23.3% |
| 3M | -8.8% | +7.6% | -16.5% | -11.7% |
| 6M | -0.9% | +5.3% | -6.2% | -3.6% |
| YTD | -29.2% | +8.6% | -37.8% | -32.9% |
| 1Y | -20.1% | +15.6% | -35.6% | -26.4% |
| 3Y | +81.3% | -35.2% | +116.5% | +111.8% |
| 5Y | -6.6% | -29.1% | +22.5% | +5.5% |
| All | -24.1% | -4.0% | -20.1% | -26.6% |
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 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