+11,247.2%
STZ vs RRC
+1,519.2%
+9,728.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.5% | +8.9% | +5.6% |
| 7D | +13.0% | -6.8% | +19.7% | +13.5% |
| 30D | +29.4% | +34.7% | -5.3% | +26.7% |
| 3M | +11.6% | +31.5% | -19.9% | +9.4% |
| 6M | -0.2% | +21.8% | -22.0% | -1.8% |
| YTD | +8.6% | +48.9% | -40.3% | +5.3% |
| 1Y | +15.9% | +42.1% | -26.2% | +12.7% |
| 3Y | -35.4% | +44.1% | -79.6% | -37.8% |
| 5Y | -26.9% | +137.8% | -164.6% | -33.0% |
| 10Y | +7.8% | +74.1% | -66.3% | -6.1% |
| All | +11,247.2% | +1,519.2% | +9,728.0% | +9,385.2% |
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