+269.6%
RMBS vs CAPR
-99.1%
+368.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.9% | +10.0% | +0.2% |
| 7D | -8.4% | +7.6% | -16.1% | -8.5% |
| 30D | -24.9% | +13.3% | -38.1% | -25.0% |
| 3M | -15.8% | +130.4% | -146.2% | -17.0% |
| 6M | -37.5% | -70.8% | +33.3% | -37.1% |
| YTD | -12.1% | -69.3% | +57.2% | -11.6% |
| 1Y | -27.0% | +59.5% | -86.5% | -30.4% |
| 3Y | +28.8% | +216.8% | -188.0% | +19.9% |
| 5Y | +236.2% | +152.7% | +83.5% | +211.7% |
| 10Y | +546.6% | -68.2% | +614.8% | +484.4% |
| All | +269.6% | -99.1% | +368.7% | +229.0% |
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