+776.8%
RVMD vs STZ
-34.9%
+811.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | -10.4% | +2.6% | -13.0% | -10.5% |
| 30D | -11.0% | +15.2% | -26.2% | -11.7% |
| 3M | -14.7% | +7.6% | -22.3% | -14.9% |
| 6M | +14.9% | +5.3% | +9.6% | +14.8% |
| YTD | +116.3% | +8.6% | +107.7% | +111.5% |
| 1Y | +167.6% | +15.6% | +152.0% | +157.2% |
| 3Y | +776.8% | -35.2% | +812.0% | +825.5% |
| All | +776.8% | -34.9% | +811.7% | +825.5% |
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 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