-28.4%
STZ vs RBA
+48.6%
-77.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +11.8% | +7.3% | +4.4% | +10.6% |
| 30D | +26.0% | +16.9% | +9.0% | +22.9% |
| 3M | +11.5% | -0.5% | +12.0% | +11.4% |
| 6M | -2.0% | -10.4% | +8.5% | -0.8% |
| YTD | +7.9% | -7.2% | +15.1% | +8.2% |
| 1Y | +13.9% | -2.2% | +16.2% | +13.3% |
| 3Y | -35.8% | +43.7% | -79.6% | -40.0% |
| 5Y | -28.4% | +38.7% | -67.1% | -31.8% |
| All | -28.4% | +48.6% | -77.1% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling