+545.5%
RVMD vs STZ
-50.3%
+595.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | -0.6% |
| 7D | -1.2% | -7.4% | +6.2% | -0.3% |
| 30D | +1.1% | -10.9% | +11.9% | +2.3% |
| 3M | +39.6% | -13.4% | +53.0% | +41.8% |
| 6M | +110.7% | -16.2% | +126.9% | +113.8% |
| YTD | +160.3% | -10.4% | +170.7% | +157.3% |
| 1Y | +404.9% | -14.8% | +419.7% | +405.2% |
| 3Y | +545.5% | -50.1% | +595.6% | +513.7% |
| All | +545.5% | -50.3% | +595.8% | +513.7% |
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