+2,253.4%
RCL vs RMBS
+1,339.3%
+914.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.3% |
| 7D | -5.1% | -0.3% | -4.7% | -5.0% |
| 30D | -19.0% | -12.2% | -6.8% | -17.5% |
| 3M | -9.6% | -49.5% | +40.0% | -0.4% |
| 6M | -6.7% | -7.1% | +0.5% | -7.8% |
| YTD | -3.9% | -7.0% | +3.1% | -6.0% |
| 1Y | -25.1% | +13.3% | -38.4% | -29.8% |
| 3Y | +179.1% | +49.2% | +129.9% | +143.7% |
| 5Y | +243.3% | +250.0% | -6.6% | +163.5% |
| 10Y | +325.8% | +495.1% | -169.4% | +203.7% |
| All | +2,253.4% | +1,339.3% | +914.0% | +1,092.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling