+987.3%
RMBS vs STZ
+4,511.2%
-3,523.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | +10.3% | +2.6% | +7.8% | +9.6% |
| 30D | -10.7% | +15.2% | -25.9% | -14.8% |
| 3M | -17.2% | +7.6% | -24.9% | -19.9% |
| 6M | -39.0% | +5.3% | -44.3% | -41.0% |
| YTD | -10.5% | +8.6% | -19.2% | -15.1% |
| 1Y | -11.0% | +15.6% | -26.5% | -17.3% |
| 3Y | +31.3% | -35.2% | +66.5% | +43.3% |
| 5Y | +242.8% | -29.1% | +271.9% | +261.4% |
| 10Y | +536.9% | +12.9% | +524.0% | +466.6% |
| All | +987.3% | +4,511.2% | -3,523.8% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling