+352.1%
RMBS vs STLA
+150.0%
+202.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | +10.3% | -13.8% | +24.1% | +14.8% |
| 30D | -10.7% | -10.5% | -0.2% | -8.3% |
| 3M | -17.2% | -28.9% | +11.6% | -9.9% |
| 6M | -39.0% | -49.7% | +10.7% | -26.9% |
| YTD | -10.5% | -64.9% | +54.4% | +16.6% |
| 1Y | -11.0% | -64.0% | +53.1% | +15.0% |
| 3Y | +31.3% | -77.4% | +108.8% | +88.9% |
| 5Y | +242.8% | -74.4% | +317.2% | +371.0% |
| 10Y | +536.9% | -6.4% | +543.3% | +561.7% |
| All | +352.1% | +150.0% | +202.1% | +351.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling