+95.3%
RKT vs STZ
-37.2%
+132.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.2% |
| 7D | +17.7% | +4.9% | +12.7% | +15.9% |
| 30D | +31.6% | +20.9% | +10.8% | +24.4% |
| 3M | +13.9% | +8.0% | +5.9% | +11.1% |
| 6M | +2.8% | -5.3% | +8.1% | +3.9% |
| YTD | -22.2% | +5.9% | -28.1% | -25.1% |
| 1Y | -3.5% | +14.2% | -17.7% | -9.6% |
| 3Y | +95.3% | -37.0% | +132.2% | +119.0% |
| All | +95.3% | -37.2% | +132.4% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling