+1.7%
RKT vs STZ
-29.7%
+31.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.4% |
| 7D | +17.7% | +4.9% | +12.7% | +15.5% |
| 30D | +31.6% | +20.9% | +10.8% | +22.1% |
| 3M | +13.9% | +8.0% | +5.9% | +10.3% |
| 6M | +2.8% | -5.3% | +8.1% | +4.5% |
| YTD | -22.2% | +5.9% | -28.1% | -25.8% |
| 1Y | -3.5% | +14.2% | -17.7% | -11.3% |
| 3Y | +95.3% | -37.0% | +132.2% | +134.0% |
| All | +1.7% | -29.7% | +31.4% | +21.7% |
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