+558.9%
RMBS vs STLA
+55.1%
+503.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.0% |
| 7D | +1.8% | -2.9% | +4.6% | +2.9% |
| 30D | -13.9% | +0.9% | -14.8% | -14.6% |
| 3M | -39.8% | -21.6% | -18.2% | -34.3% |
| 6M | -6.0% | -21.6% | +15.6% | +2.5% |
| YTD | -5.4% | -50.4% | +45.1% | +20.4% |
| 1Y | -1.8% | -43.6% | +41.8% | +17.7% |
| 3Y | +53.7% | -66.4% | +120.1% | +119.5% |
| 5Y | +268.5% | -62.3% | +330.8% | +391.2% |
| All | +558.9% | +55.1% | +503.8% | +495.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling