-17.4%
RMBS vs A
+24.4%
-41.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.4% |
| 7D | -8.9% | -2.4% | -6.6% | -8.0% |
| 30D | -24.8% | +3.6% | -28.4% | -25.7% |
| 3M | -17.6% | +27.5% | -45.0% | -24.4% |
| 6M | -25.7% | +58.5% | -84.1% | -38.8% |
| YTD | -9.8% | +31.2% | -41.0% | -17.2% |
| 1Y | -17.4% | +22.2% | -39.6% | -20.9% |
| All | -17.4% | +24.4% | -41.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling