+291.1%
RMBS vs CAPR
-99.1%
+390.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | -0.3% | -2.0% | +1.6% | -0.3% |
| 30D | -12.2% | +139.2% | -151.4% | -13.5% |
| 3M | -49.5% | -66.4% | +16.8% | -49.2% |
| 6M | -7.1% | -63.1% | +56.0% | -6.8% |
| YTD | -7.0% | -67.4% | +60.4% | -6.5% |
| 1Y | +13.3% | +58.2% | -44.9% | +8.1% |
| 3Y | +49.2% | +42.2% | +7.0% | +40.3% |
| 5Y | +250.0% | +87.3% | +162.7% | +225.6% |
| 10Y | +495.1% | -75.3% | +570.4% | +438.0% |
| All | +291.1% | -99.1% | +390.2% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling