-20.1%
RMD vs STZ
-16.0%
-4.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.6% | +2.4% | -2.2% |
| 7D | -4.5% | -7.4% | +2.9% | -3.2% |
| 30D | +4.6% | -10.9% | +15.5% | +6.6% |
| 3M | +14.8% | -13.4% | +28.2% | +17.4% |
| 6M | -12.1% | -16.2% | +4.1% | -9.7% |
| YTD | -7.5% | -10.4% | +3.0% | -7.6% |
| 1Y | -20.1% | -14.8% | -5.3% | -19.5% |
| All | -20.1% | -16.0% | -4.1% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling