+9,818.1%
STZ vs RRC
+1,202.2%
+8,616.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.9% | +1.3% | -3.2% | -2.0% |
| 30D | -1.9% | +10.1% | -12.0% | -2.5% |
| 3M | -6.2% | +4.0% | -10.2% | -6.5% |
| 6M | -14.0% | +1.6% | -15.6% | -14.2% |
| YTD | -5.1% | +19.7% | -24.8% | -6.4% |
| 1Y | -9.6% | +21.4% | -31.0% | -11.0% |
| 3Y | -47.2% | +29.7% | -76.9% | -48.7% |
| 5Y | -33.6% | +153.9% | -187.4% | -39.4% |
| 10Y | -9.8% | +10.8% | -20.6% | -19.0% |
| All | +9,818.1% | +1,202.2% | +8,616.0% | +8,327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling