+11,174.7%
STZ vs RVTY
+1,778.0%
+9,396.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.3% |
| 7D | +11.8% | -9.0% | +20.8% | +13.3% |
| 30D | +26.0% | -1.6% | +27.5% | +26.0% |
| 3M | +11.5% | +31.2% | -19.7% | +5.8% |
| 6M | -2.0% | +63.6% | -65.6% | -10.9% |
| YTD | +7.9% | +56.3% | -48.4% | -1.7% |
| 1Y | +13.9% | +63.3% | -49.4% | +2.9% |
| 3Y | -35.8% | +72.4% | -108.3% | -43.2% |
| 5Y | -28.4% | -9.6% | -18.8% | -30.4% |
| 10Y | +7.1% | +203.7% | -196.6% | -15.8% |
| All | +11,174.7% | +1,778.0% | +9,396.6% | +7,177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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