+53.9%
RMD vs STZ
-50.3%
+104.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.6% | +2.4% | -1.9% |
| 7D | -4.5% | -7.4% | +2.9% | -2.8% |
| 30D | +4.6% | -10.9% | +15.5% | +7.3% |
| 3M | +14.8% | -13.4% | +28.2% | +18.3% |
| 6M | -12.1% | -16.2% | +4.1% | -8.9% |
| YTD | -7.5% | -10.4% | +3.0% | -6.3% |
| 1Y | -20.1% | -14.8% | -5.3% | -18.1% |
| 3Y | +53.9% | -50.1% | +104.0% | +72.6% |
| All | +53.9% | -50.3% | +104.2% | +72.6% |
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