+32.0%
RCL vs RMBS
-18.2%
+50.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.0% | +12.4% | +7.2% |
| 7D | +11.7% | -8.9% | +20.6% | +12.9% |
| 30D | +21.1% | -24.8% | +46.0% | +25.6% |
| 3M | +2.9% | -17.6% | +20.4% | +5.1% |
| 6M | +29.8% | -25.7% | +55.5% | +33.6% |
| YTD | +21.4% | -9.8% | +31.2% | +20.0% |
| 1Y | +32.0% | -17.4% | +49.4% | +30.9% |
| All | +32.0% | -18.2% | +50.2% | +30.9% |
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 · 6 months rolling