-6.3%
RKT vs STZ
-33.3%
+27.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +2.1% | -1.9% | +4.0% | +2.9% |
| 30D | +1.4% | -1.9% | +3.3% | +2.1% |
| 3M | +6.3% | -6.2% | +12.5% | +8.4% |
| 6M | -15.5% | -14.0% | -1.4% | -10.9% |
| YTD | -27.4% | -5.1% | -22.3% | -27.6% |
| 1Y | -26.6% | -9.6% | -17.0% | -25.4% |
| 3Y | +41.2% | -47.2% | +88.5% | +83.8% |
| All | -6.3% | -33.3% | +27.0% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling