-8.0%
RKT vs RMBS
+267.8%
-275.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.6% | -2.9% |
| 7D | -1.0% | +3.5% | -4.4% | -1.7% |
| 30D | -2.4% | -8.6% | +6.2% | -0.7% |
| 3M | +1.9% | -40.3% | +42.2% | +12.7% |
| 6M | -13.9% | -1.0% | -12.9% | -17.6% |
| YTD | -30.6% | -4.6% | -26.0% | -34.1% |
| 1Y | -34.4% | +17.6% | -51.9% | -42.4% |
| 3Y | +38.2% | +58.6% | -20.5% | +2.3% |
| All | -8.0% | +267.8% | -275.8% | -58.0% |
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