+270.4%
RCL vs RMBS
+34.6%
+235.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | +8.5% | -8.4% | +16.9% | +10.1% |
| 30D | +20.4% | -24.9% | +45.3% | +27.3% |
| 3M | +11.0% | -15.8% | +26.8% | +13.6% |
| 6M | +24.9% | -37.5% | +62.4% | +34.4% |
| YTD | +23.9% | -12.1% | +36.0% | +17.3% |
| 1Y | +30.8% | -27.0% | +57.8% | +29.8% |
| 3Y | +270.4% | +28.8% | +241.6% | +177.0% |
| All | +270.4% | +34.6% | +235.8% | +177.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling