+57.3%
RMBS vs CAPR
+42.0%
+15.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +1.7% |
| 7D | +3.0% | -9.5% | +12.4% | +3.1% |
| 30D | -14.4% | +121.5% | -135.9% | -15.6% |
| 3M | -42.8% | -65.4% | +22.5% | -42.5% |
| 6M | -1.4% | -67.5% | +66.1% | -0.7% |
| YTD | -5.4% | -68.6% | +63.2% | -4.8% |
| 1Y | +18.6% | +42.7% | -24.1% | +13.6% |
| 3Y | +57.3% | +43.4% | +13.9% | +42.8% |
| All | +57.3% | +42.0% | +15.3% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling