+51.9%
ROK vs STZ
-50.3%
+102.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.1% |
| 7D | +2.8% | -7.4% | +10.2% | +4.1% |
| 30D | -2.4% | -10.9% | +8.5% | -0.5% |
| 3M | -4.7% | -13.4% | +8.7% | -2.5% |
| 6M | +16.8% | -16.2% | +32.9% | +20.0% |
| YTD | +11.4% | -10.4% | +21.8% | +12.0% |
| 1Y | +26.2% | -14.8% | +40.9% | +28.3% |
| 3Y | +51.9% | -50.1% | +102.0% | +73.7% |
| All | +51.9% | -50.3% | +102.2% | +73.7% |
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