-34.4%
RKT vs STZ
-14.3%
-20.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.2% | -2.9% |
| 7D | -1.0% | -6.0% | +5.1% | +0.5% |
| 30D | -2.4% | -8.9% | +6.5% | -0.3% |
| 3M | +1.9% | -12.6% | +14.4% | +4.7% |
| 6M | -13.9% | -17.2% | +3.4% | -10.6% |
| YTD | -30.6% | -10.0% | -20.6% | -32.0% |
| 1Y | -34.4% | -14.3% | -20.1% | -36.9% |
| All | -34.4% | -14.3% | -20.0% | -36.9% |
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