+534.0%
RMBS vs A
+302.9%
+231.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.6% |
| 7D | +10.3% | -0.5% | +10.8% | +10.7% |
| 30D | -10.7% | 0.0% | -10.7% | -10.2% |
| 3M | -17.2% | +16.7% | -33.9% | -24.4% |
| 6M | -39.0% | +54.8% | -93.9% | -54.1% |
| YTD | -10.5% | +28.8% | -39.3% | -24.7% |
| 1Y | -11.0% | +19.3% | -30.3% | -21.3% |
| 3Y | +31.3% | +65.5% | -34.2% | -7.4% |
| 5Y | +242.8% | +12.1% | +230.7% | +199.9% |
| All | +534.0% | +302.9% | +231.1% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling