+56.3%
RSG vs STZ
-49.9%
+106.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | 0.0% | -6.0% | +6.0% | +0.7% |
| 30D | +3.7% | -8.9% | +12.5% | +4.7% |
| 3M | +6.2% | -12.6% | +18.7% | +7.7% |
| 6M | -2.8% | -17.2% | +14.4% | -0.9% |
| YTD | +5.9% | -10.0% | +15.9% | +6.6% |
| 1Y | -1.8% | -14.3% | +12.5% | -0.7% |
| All | +56.3% | -49.9% | +106.2% | +64.7% |
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