-32.8%
STZ vs RL
+238.1%
-270.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | -1.9% | -7.8% | +5.9% | -0.8% |
| 3M | -6.2% | -4.0% | -2.2% | -5.7% |
| 6M | -14.0% | -1.9% | -12.1% | -14.0% |
| YTD | -5.1% | -0.2% | -5.0% | -5.5% |
| 1Y | -9.6% | +10.7% | -20.2% | -11.3% |
| 3Y | -47.2% | +210.8% | -258.0% | -56.9% |
| All | -32.8% | +238.1% | -270.9% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling