+1,994.5%
RSG vs STZ
+2,409.2%
-414.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +0.3% | -1.9% | +2.2% | +0.7% |
| 30D | +7.6% | -1.9% | +9.5% | +7.9% |
| 3M | +7.4% | -6.2% | +13.7% | +8.7% |
| 6M | -3.3% | -14.0% | +10.7% | -0.5% |
| YTD | +6.0% | -5.1% | +11.1% | +6.4% |
| 1Y | -3.7% | -9.6% | +5.9% | -2.5% |
| 3Y | +59.1% | -47.2% | +106.3% | +78.5% |
| 5Y | +89.0% | -33.6% | +122.6% | +100.5% |
| 10Y | +412.5% | -9.8% | +422.3% | +395.6% |
| All | +1,994.5% | +2,409.2% | -414.7% | +1,058.4% |
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