-17.4%
RMBS vs STZ
+14.7%
-32.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.3% | -11.3% | -4.3% |
| 7D | -8.9% | +13.0% | -21.9% | -5.2% |
| 30D | -24.8% | +29.4% | -54.3% | -19.5% |
| 3M | -17.6% | +11.6% | -29.1% | -13.6% |
| 6M | -25.7% | -0.2% | -25.4% | -22.3% |
| YTD | -9.8% | +8.6% | -18.3% | -12.2% |
| 1Y | -17.4% | +15.9% | -33.3% | -16.8% |
| All | -17.4% | +14.7% | -32.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling