+18.6%
RMBS vs ACWI
+21.5%
-3.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +3.3% |
| 7D | +3.0% | +1.1% | +1.9% | -1.0% |
| 30D | -14.4% | -0.2% | -14.2% | -13.8% |
| 3M | -42.8% | +4.7% | -47.5% | -50.2% |
| 6M | -1.4% | +14.5% | -15.9% | -33.1% |
| YTD | -5.4% | +14.6% | -20.1% | -36.1% |
| 1Y | +18.6% | +21.4% | -2.9% | -44.6% |
| All | +18.6% | +21.5% | -3.0% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling