+179.4%
RCL vs RMBS
+55.1%
+124.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.6% |
| 7D | -0.5% | +3.0% | -3.4% | -1.1% |
| 30D | -17.3% | -14.4% | -2.9% | -14.5% |
| 3M | -2.8% | -42.8% | +40.1% | +9.7% |
| 6M | -4.4% | -1.4% | -3.0% | -8.8% |
| YTD | -4.2% | -5.4% | +1.3% | -9.4% |
| 1Y | -23.4% | +18.6% | -41.9% | -34.4% |
| 3Y | +179.4% | +57.3% | +122.1% | +104.6% |
| All | +179.4% | +55.1% | +124.3% | +104.6% |
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