+31.3%
RMBS vs STLA
-77.1%
+108.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +10.3% | -13.8% | +24.1% | +16.5% |
| 30D | -10.7% | -10.5% | -0.2% | -7.5% |
| 3M | -17.2% | -28.9% | +11.6% | -6.8% |
| 6M | -39.0% | -49.7% | +10.7% | -20.6% |
| YTD | -10.5% | -64.9% | +54.4% | +32.9% |
| 1Y | -11.0% | -64.0% | +53.1% | +30.0% |
| 3Y | +31.3% | -77.4% | +108.8% | +121.0% |
| All | +31.3% | -77.1% | +108.5% | +121.0% |
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