+312.2%
RMBS vs A
+457.0%
-144.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -0.3% | -1.9% | +1.6% | +0.7% |
| 30D | -12.2% | +6.9% | -19.1% | -15.4% |
| 3M | -49.5% | +9.2% | -58.8% | -52.1% |
| 6M | -7.1% | +25.7% | -32.8% | -19.3% |
| YTD | -7.0% | +11.5% | -18.5% | -14.0% |
| 1Y | +13.3% | +18.4% | -5.0% | +1.4% |
| 3Y | +49.2% | +26.6% | +22.6% | +27.6% |
| 5Y | +250.0% | -12.8% | +262.8% | +257.4% |
| 10Y | +495.1% | +247.2% | +247.9% | +188.3% |
| All | +312.2% | +457.0% | -144.9% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling