+1,030.0%
RMBS vs STZ
+3,927.1%
-2,897.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -0.3% | -1.9% | +1.6% | +0.2% |
| 30D | -12.2% | -1.9% | -10.3% | -11.8% |
| 3M | -49.5% | -6.2% | -43.3% | -48.9% |
| 6M | -7.1% | -14.0% | +6.9% | -3.9% |
| YTD | -7.0% | -5.1% | -1.9% | -7.3% |
| 1Y | +13.3% | -9.6% | +22.9% | +14.3% |
| 3Y | +49.2% | -47.2% | +96.5% | +74.8% |
| 5Y | +250.0% | -33.6% | +283.5% | +279.1% |
| 10Y | +495.1% | -9.8% | +504.9% | +469.5% |
| All | +1,030.0% | +3,927.1% | -2,897.1% | +189.3% |
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 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