+25.8%
ROK vs STZ
-12.7%
+38.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -1.6% | -4.1% | +2.5% | -1.4% |
| 30D | -5.4% | -7.6% | +2.1% | -5.1% |
| 3M | -4.0% | -12.3% | +8.3% | -3.3% |
| 6M | +13.3% | -16.3% | +29.6% | +14.6% |
| YTD | +9.3% | -8.4% | +17.7% | +8.8% |
| 1Y | +25.8% | -10.8% | +36.6% | +26.0% |
| All | +25.8% | -12.7% | +38.5% | +26.0% |
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