+57.3%
RMBS vs A
+29.5%
+27.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +3.2% |
| 7D | +3.0% | -2.1% | +5.0% | +4.1% |
| 30D | -14.4% | +0.6% | -15.0% | -14.9% |
| 3M | -42.8% | +10.9% | -53.7% | -46.6% |
| 6M | -1.4% | +28.2% | -29.6% | -17.0% |
| YTD | -5.4% | +8.6% | -14.0% | -11.1% |
| 1Y | +18.6% | +15.5% | +3.0% | +6.2% |
| 3Y | +57.3% | +31.8% | +25.5% | +29.3% |
| All | +57.3% | +29.5% | +27.8% | +29.3% |
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 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