-79.5%
RAM vs RMBS
-45.9%
-33.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -15.9% | -16.5% | -5.0% |
| 7D | -49.5% | -23.4% | -26.1% | -16.0% |
| 30D | -63.2% | -38.9% | -24.3% | -9.3% |
| 3M | -58.5% | -28.4% | -30.1% | -23.2% |
| All | -79.5% | -45.9% | -33.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · Available span rolling