+28.9%
RCL vs RMBS
-18.4%
+47.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.8% |
| 7D | -1.2% | +10.3% | -11.5% | -2.5% |
| 30D | +17.8% | -10.7% | +28.6% | +19.0% |
| 3M | +4.9% | -17.2% | +22.2% | +6.9% |
| 6M | +23.7% | -39.0% | +62.7% | +31.1% |
| YTD | +17.8% | -10.5% | +28.3% | +17.7% |
| 1Y | +28.9% | -11.0% | +39.9% | +29.0% |
| All | +28.9% | -18.4% | +47.3% | +29.0% |
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