+9.0%
STZ vs RL
+370.2%
-361.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | +4.9% | -4.2% | +9.1% | +5.8% |
| 30D | +20.9% | +4.3% | +16.6% | +19.8% |
| 3M | +8.0% | -4.6% | +12.6% | +8.8% |
| 6M | -5.3% | +1.7% | -7.0% | -6.1% |
| YTD | +5.9% | +7.3% | -1.4% | +3.4% |
| 1Y | +14.2% | +20.8% | -6.6% | +8.7% |
| 3Y | -37.0% | +247.0% | -283.9% | -53.9% |
| 5Y | -29.7% | +225.5% | -255.2% | -49.3% |
| All | +9.0% | +370.2% | -361.2% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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