+342.5%
RCL vs RMBS
+557.5%
-215.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -2.2% | +3.5% | -5.7% | -3.5% |
| 30D | -15.7% | -8.6% | -7.1% | -13.2% |
| 3M | -8.0% | -40.3% | +32.3% | +8.9% |
| 6M | -10.1% | -1.0% | -9.2% | -17.5% |
| YTD | -5.9% | -4.6% | -1.3% | -15.2% |
| 1Y | -23.5% | +17.6% | -41.1% | -40.2% |
| 3Y | +174.4% | +58.6% | +115.7% | +60.3% |
| 5Y | +227.1% | +270.9% | -43.8% | +6.9% |
| 10Y | +342.5% | +569.1% | -226.6% | -8.1% |
| All | +342.5% | +557.5% | -215.0% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling