-17.4%
RMBS vs COMP
+23.8%
-41.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.7% | -13.7% | -8.2% |
| 7D | -8.9% | +9.5% | -18.4% | -11.6% |
| 30D | -24.8% | +8.1% | -32.9% | -27.0% |
| 3M | -17.6% | -16.3% | -1.2% | -13.9% |
| 6M | -25.7% | +42.2% | -67.9% | -38.7% |
| YTD | -9.8% | -5.0% | -4.8% | -9.3% |
| 1Y | -17.4% | +20.1% | -37.5% | -23.0% |
| All | -17.4% | +23.8% | -41.2% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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