-18.7%
RMBS vs CAPR
+90.5%
-109.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +26.5% | -20.8% | +5.4% |
| 7D | +3.0% | +25.8% | -22.8% | +2.7% |
| 30D | -15.5% | +50.2% | -65.7% | -15.9% |
| 3M | -11.5% | +185.5% | -197.0% | -12.5% |
| 6M | -36.5% | -64.8% | +28.3% | -36.4% |
| YTD | -7.1% | -61.1% | +54.0% | -7.0% |
| 1Y | -18.7% | +81.0% | -99.6% | -19.9% |
| All | -18.7% | +90.5% | -109.1% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling