+14.2%
STZ vs RGEN
+19.4%
-5.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -1.8% |
| 7D | +4.9% | -1.9% | +6.9% | +5.0% |
| 30D | +20.9% | +3.7% | +17.1% | +20.5% |
| 3M | +8.0% | +8.8% | -0.8% | +6.7% |
| 6M | -5.3% | +38.0% | -43.2% | -7.9% |
| YTD | +5.9% | +5.9% | 0.0% | +5.4% |
| 1Y | +14.2% | +19.7% | -5.5% | +13.0% |
| All | +14.2% | +19.4% | -5.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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