+16.3%
STZ vs RBA
+207.2%
-190.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +2.6% | +1.7% | +0.8% | +2.2% |
| 30D | +15.2% | +8.3% | +6.8% | +13.2% |
| 3M | +7.6% | +10.5% | -2.9% | +5.2% |
| 6M | +5.3% | -5.9% | +11.1% | +6.0% |
| YTD | +8.6% | -6.9% | +15.5% | +9.1% |
| 1Y | +15.6% | -4.9% | +20.4% | +15.5% |
| 3Y | -35.2% | +64.5% | -99.6% | -43.3% |
| 5Y | -29.1% | +46.1% | -75.2% | -37.7% |
| All | +16.3% | +207.2% | -190.8% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling