+36.3%
RMBS vs A
+67.3%
-31.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.0% |
| 7D | +3.0% | -0.1% | +3.1% | +3.5% |
| 30D | -15.5% | +3.3% | -18.8% | -16.7% |
| 3M | -11.5% | +18.5% | -30.0% | -19.5% |
| 6M | -36.5% | +59.3% | -95.8% | -52.6% |
| YTD | -7.1% | +31.0% | -38.1% | -21.3% |
| 1Y | -18.7% | +19.3% | -38.0% | -26.4% |
| All | +36.3% | +67.3% | -31.0% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling