+13,537.8%
ROK vs STZ
+9,621.1%
+3,916.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.7% | -1.9% | +2.6% | +1.2% |
| 30D | -3.3% | -1.9% | -1.4% | -3.0% |
| 3M | -5.9% | -6.2% | +0.4% | -4.7% |
| 6M | +13.9% | -14.0% | +27.9% | +17.7% |
| YTD | +12.6% | -5.1% | +17.7% | +12.8% |
| 1Y | +28.6% | -9.6% | +38.2% | +30.2% |
| 3Y | +45.1% | -47.2% | +92.3% | +67.6% |
| 5Y | +45.6% | -33.6% | +79.1% | +57.8% |
| 10Y | +345.0% | -9.8% | +354.8% | +336.8% |
| All | +13,537.8% | +9,621.1% | +3,916.7% | +5,754.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling