-3.0%
RSG vs STZ
-11.8%
+8.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +0.9% |
| 7D | 0.0% | -4.5% | +4.5% | +0.5% |
| 30D | +4.0% | -8.6% | +12.5% | +5.0% |
| 3M | +7.4% | -13.8% | +21.1% | +8.8% |
| 6M | +0.1% | -17.2% | +17.3% | +1.7% |
| YTD | +6.0% | -9.4% | +15.4% | +6.2% |
| 1Y | -3.0% | -11.9% | +8.9% | -3.3% |
| All | -3.0% | -11.8% | +8.8% | -3.3% |
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