+30.1%
ROK vs STZ
-29.4%
+59.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +7.1% | +2.6% | +4.5% | +6.4% |
| 30D | -5.0% | +15.2% | -20.1% | -8.6% |
| 3M | -9.4% | +7.6% | -17.0% | -11.4% |
| 6M | -11.0% | +5.3% | -16.3% | -12.8% |
| YTD | +4.4% | +8.6% | -4.2% | 0.0% |
| 1Y | +7.4% | +15.6% | -8.2% | +0.4% |
| 3Y | +61.0% | -35.2% | +96.1% | +83.4% |
| All | +30.1% | -29.4% | +59.5% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling