+14.2%
STZ vs RBA
-3.3%
+17.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +4.9% | +4.3% | +0.6% | +4.2% |
| 30D | +20.9% | +16.3% | +4.6% | +18.2% |
| 3M | +8.0% | +1.3% | +6.7% | +7.3% |
| 6M | -5.3% | -11.1% | +5.8% | -4.6% |
| YTD | +5.9% | -8.5% | +14.4% | +4.5% |
| 1Y | +14.2% | -2.1% | +16.3% | +12.8% |
| All | +14.2% | -3.3% | +17.5% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling