+268.2%
ROK vs STZ
+12.8%
+255.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.2% | +2.6% |
| 7D | -8.5% | -0.9% | -7.5% | -8.1% |
| 30D | -6.4% | +14.9% | -21.3% | -11.5% |
| 3M | -8.8% | +8.4% | -17.3% | -12.3% |
| 6M | -10.5% | +2.8% | -13.3% | -12.6% |
| YTD | +5.4% | +7.5% | -2.1% | -0.3% |
| 1Y | +5.0% | +12.5% | -7.6% | -2.8% |
| 3Y | +64.3% | -35.4% | +99.7% | +88.7% |
| 5Y | +34.0% | -29.3% | +63.3% | +46.0% |
| 10Y | +268.2% | +11.8% | +256.4% | +242.4% |
| All | +268.2% | +12.8% | +255.4% | +242.4% |
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