+338.4%
RMD vs STZ
+11.6%
+326.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.1% | +5.3% | -2.2% | +1.5% |
| 30D | +1.8% | +19.6% | -17.8% | -3.8% |
| 3M | +6.7% | +10.0% | -3.3% | +3.3% |
| 6M | +13.9% | -0.3% | +14.2% | +13.4% |
| YTD | -2.0% | +8.6% | -10.6% | -5.8% |
| 1Y | -5.4% | +16.6% | -22.0% | -11.2% |
| 3Y | +67.4% | -34.8% | +102.2% | +85.6% |
| 5Y | -5.7% | -27.8% | +22.1% | +0.7% |
| 10Y | +338.4% | +12.5% | +325.9% | +286.3% |
| All | +338.4% | +11.6% | +326.8% | +286.3% |
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