+13.9%
STZ vs RL
+25.5%
-11.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | +0.5% |
| 7D | +11.8% | -4.7% | +16.5% | +12.6% |
| 30D | +26.0% | +3.6% | +22.4% | +25.2% |
| 3M | +11.5% | +0.5% | +11.0% | +11.4% |
| 6M | -2.0% | +6.6% | -8.6% | -2.5% |
| YTD | +7.9% | +8.8% | -1.0% | +6.2% |
| 1Y | +13.9% | +21.8% | -7.8% | +12.7% |
| All | +13.9% | +25.5% | -11.6% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling