+270.9%
RMBS vs STZ
-38.0%
+308.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +3.5% | -6.0% | +9.5% | +4.7% |
| 30D | -8.6% | -8.9% | +0.3% | -7.0% |
| 3M | -40.3% | -12.6% | -27.8% | -38.9% |
| 6M | -1.0% | -17.2% | +16.2% | +2.4% |
| YTD | -4.6% | -10.0% | +5.4% | -5.0% |
| 1Y | +17.6% | -14.3% | +31.9% | +18.8% |
| 3Y | +58.6% | -49.9% | +108.6% | +88.3% |
| 5Y | +270.9% | -38.2% | +309.2% | +302.3% |
| All | +270.9% | -38.0% | +308.9% | +302.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling