+254.2%
RMBS vs STZ
-29.2%
+283.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +21.9% | 0.0% | +21.9% | +21.9% |
| 30D | -13.4% | +14.7% | -28.2% | -15.4% |
| 3M | -15.9% | +8.8% | -24.7% | -17.1% |
| 6M | -34.8% | +3.1% | -37.8% | -35.1% |
| YTD | -7.5% | +7.9% | -15.4% | -10.9% |
| 1Y | -16.9% | +14.2% | -31.0% | -21.3% |
| 3Y | +35.5% | -35.2% | +70.7% | +50.7% |
| 5Y | +254.2% | -29.6% | +283.8% | +272.3% |
| All | +254.2% | -29.2% | +283.3% | +272.3% |
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