+579.8%
RVMD vs STZ
-38.0%
+617.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.7% | -6.0% | +5.3% | +1.0% |
| 30D | +0.3% | -8.9% | +9.2% | +2.7% |
| 3M | +38.9% | -12.6% | +51.4% | +43.4% |
| 6M | +108.1% | -17.2% | +125.3% | +117.0% |
| YTD | +160.7% | -10.0% | +170.8% | +159.4% |
| 1Y | +407.3% | -14.3% | +421.6% | +413.6% |
| 3Y | +546.6% | -49.9% | +596.5% | +731.7% |
| 5Y | +579.8% | -38.2% | +618.0% | +652.4% |
| All | +579.8% | -38.0% | +617.8% | +652.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling