+68.4%
RMD vs STZ
-37.0%
+105.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | +2.3% | +4.9% | -2.6% | +1.3% |
| 30D | +4.1% | +20.9% | -16.7% | -0.1% |
| 3M | +5.7% | +8.0% | -2.3% | +3.8% |
| 6M | +12.9% | -5.3% | +18.2% | +13.7% |
| YTD | -1.5% | +5.9% | -7.4% | -3.9% |
| 1Y | -4.8% | +14.2% | -19.0% | -8.8% |
| All | +68.4% | -37.0% | +105.4% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling