+50.8%
RMBS vs STLA
-66.9%
+117.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +1.2% | -3.8% | +5.0% | +2.8% |
| 30D | -11.5% | -3.1% | -8.4% | -10.8% |
| 3M | -38.2% | -19.6% | -18.6% | -32.6% |
| 6M | -4.8% | -23.5% | +18.7% | +6.0% |
| YTD | -7.1% | -51.5% | +44.4% | +23.2% |
| 1Y | +10.7% | -39.7% | +50.3% | +29.6% |
| All | +50.8% | -66.9% | +117.7% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling