+57.3%
RMBS vs STZ
-50.3%
+107.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.2% |
| 7D | +3.0% | -7.4% | +10.3% | +3.7% |
| 30D | -14.4% | -10.9% | -3.5% | -13.4% |
| 3M | -42.8% | -13.4% | -29.4% | -42.0% |
| 6M | -1.4% | -16.2% | +14.8% | +0.3% |
| YTD | -5.4% | -10.4% | +5.0% | -6.5% |
| 1Y | +18.6% | -14.8% | +33.3% | +18.8% |
| 3Y | +57.3% | -50.1% | +107.4% | +76.1% |
| All | +57.3% | -50.3% | +107.6% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling