+525.6%
RMBS vs CAPR
-67.6%
+593.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.9% | +10.0% | +0.3% |
| 7D | -8.4% | +7.6% | -16.1% | -8.6% |
| 30D | -24.9% | +13.3% | -38.1% | -25.1% |
| 3M | -15.8% | +130.4% | -146.2% | -17.8% |
| 6M | -37.5% | -70.8% | +33.3% | -36.8% |
| YTD | -12.1% | -69.3% | +57.2% | -11.4% |
| 1Y | -27.0% | +59.5% | -86.5% | -32.6% |
| 3Y | +28.8% | +216.8% | -188.0% | +12.4% |
| 5Y | +236.2% | +152.7% | +83.5% | +190.4% |
| All | +525.6% | -67.6% | +593.2% | +419.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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