+442.1%
RVMD vs STZ
-29.4%
+471.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -10.4% | +2.6% | -13.0% | -10.9% |
| 30D | -11.0% | +15.2% | -26.2% | -14.2% |
| 3M | -14.7% | +7.6% | -22.3% | -16.5% |
| 6M | +14.9% | +5.3% | +9.6% | +12.6% |
| YTD | +116.3% | +8.6% | +107.7% | +104.4% |
| 1Y | +167.6% | +15.6% | +152.0% | +145.4% |
| 3Y | +776.8% | -35.2% | +812.0% | +919.3% |
| All | +442.1% | -29.4% | +471.5% | +508.7% |
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 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