-28.4%
STZ vs RRC
+129.3%
-157.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.0% | -0.4% |
| 7D | +11.8% | -6.9% | +18.7% | +12.3% |
| 30D | +26.0% | +25.4% | +0.6% | +23.8% |
| 3M | +11.5% | +31.9% | -20.4% | +9.2% |
| 6M | -2.0% | +17.2% | -19.2% | -3.3% |
| YTD | +7.9% | +43.4% | -35.5% | +4.8% |
| 1Y | +13.9% | +36.7% | -22.8% | +11.0% |
| 3Y | -35.8% | +38.8% | -74.7% | -38.2% |
| 5Y | -28.4% | +118.3% | -146.7% | -32.5% |
| All | -28.4% | +129.3% | -157.8% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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