+275.4%
RMD vs STZ
-13.0%
+288.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.7% | -6.0% | +1.3% | -2.9% |
| 30D | +0.2% | -8.9% | +9.1% | +3.0% |
| 3M | +12.0% | -12.6% | +24.6% | +16.2% |
| 6M | -12.5% | -17.2% | +4.7% | -8.0% |
| YTD | -7.9% | -10.0% | +2.1% | -6.1% |
| 1Y | -20.4% | -14.3% | -6.1% | -17.8% |
| 3Y | +53.1% | -49.9% | +103.0% | +84.6% |
| 5Y | -22.1% | -38.2% | +16.1% | -12.7% |
| 10Y | +275.4% | -12.0% | +287.4% | +257.6% |
| All | +275.4% | -13.0% | +288.5% | +257.6% |
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