+555.1%
RMBS vs ACWI
+225.4%
+329.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.5% |
| 7D | +21.9% | +2.7% | +19.3% | +17.0% |
| 30D | -13.4% | -2.6% | -10.9% | -8.5% |
| 3M | -15.9% | -3.2% | -12.7% | -9.7% |
| 6M | -34.8% | +1.9% | -36.7% | -33.9% |
| YTD | -7.5% | +11.3% | -18.9% | -16.5% |
| 1Y | -16.9% | +11.7% | -28.5% | -24.8% |
| 3Y | +35.5% | +74.4% | -38.9% | -28.7% |
| 5Y | +254.2% | +59.5% | +194.7% | +114.1% |
| All | +555.1% | +225.4% | +329.8% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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