+311.7%
RMBS vs A
+554.3%
-242.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.0% |
| 7D | +3.0% | -0.1% | +3.1% | +3.4% |
| 30D | -15.5% | +3.3% | -18.8% | -16.6% |
| 3M | -11.5% | +18.5% | -30.0% | -18.9% |
| 6M | -36.5% | +59.3% | -95.8% | -51.2% |
| YTD | -7.1% | +31.0% | -38.1% | -20.9% |
| 1Y | -18.7% | +19.3% | -38.0% | -27.1% |
| 3Y | +36.2% | +66.8% | -30.7% | +1.1% |
| 5Y | +252.0% | +15.5% | +236.5% | +211.4% |
| 10Y | +561.2% | +312.3% | +248.8% | +194.5% |
| All | +311.7% | +554.3% | -242.7% | +33.6% |
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 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