+230.8%
RDW vs RMBS
+55.3%
+175.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -3.2% |
| 7D | +0.9% | +1.8% | -0.9% | 0.0% |
| 30D | -21.3% | -13.9% | -7.4% | -15.6% |
| 3M | -37.9% | -39.8% | +1.9% | -21.8% |
| 6M | +12.3% | -6.0% | +18.3% | +11.8% |
| YTD | +39.7% | -5.4% | +45.1% | +35.7% |
| 1Y | +25.7% | -1.8% | +27.5% | +18.2% |
| 3Y | +230.8% | +53.7% | +177.2% | +127.4% |
| All | +230.8% | +55.3% | +175.5% | +127.4% |
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