+238.8%
RCL vs RMBS
+260.2%
-21.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.8% |
| 7D | -0.5% | +3.0% | -3.4% | -1.3% |
| 30D | -17.3% | -14.4% | -2.9% | -13.7% |
| 3M | -2.8% | -42.8% | +40.1% | +13.1% |
| 6M | -4.4% | -1.4% | -3.0% | -10.5% |
| YTD | -4.2% | -5.4% | +1.3% | -11.4% |
| 1Y | -23.4% | +18.6% | -41.9% | -37.6% |
| 3Y | +179.4% | +57.3% | +122.1% | +78.0% |
| 5Y | +238.8% | +265.7% | -26.9% | +17.0% |
| All | +238.8% | +260.2% | -21.5% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling