+290.7%
RMBS vs CAPR
-98.9%
+389.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +26.5% | -20.8% | +5.3% |
| 7D | +3.0% | +25.8% | -22.8% | +2.6% |
| 30D | -15.5% | +50.2% | -65.7% | -16.1% |
| 3M | -11.5% | +185.5% | -197.0% | -13.1% |
| 6M | -36.5% | -64.8% | +28.3% | -36.3% |
| YTD | -7.1% | -61.1% | +54.0% | -7.0% |
| 1Y | -18.7% | +81.0% | -99.6% | -22.6% |
| 3Y | +36.2% | +300.7% | -264.6% | +26.3% |
| 5Y | +252.0% | +223.3% | +28.7% | +225.0% |
| 10Y | +561.2% | -58.8% | +619.9% | +495.4% |
| All | +290.7% | -98.9% | +389.5% | +246.4% |
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