-34.8%
RMBS vs STLA
-48.2%
+13.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.6% |
| 7D | +21.9% | -13.1% | +35.0% | +25.0% |
| 30D | -13.4% | -13.3% | -0.2% | -11.2% |
| 3M | -15.9% | -27.9% | +12.0% | -9.6% |
| 6M | -34.8% | -47.8% | +13.1% | -13.4% |
| All | -34.8% | -48.2% | +13.4% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling