+297.4%
RMBS vs COMP
-53.0%
+350.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +1.3% |
| 7D | -8.4% | +7.2% | -15.6% | -9.4% |
| 30D | -24.9% | +6.4% | -31.2% | -25.7% |
| 3M | -15.8% | -19.4% | +3.7% | -13.1% |
| 6M | -37.5% | +14.6% | -52.1% | -39.8% |
| YTD | -12.1% | -5.5% | -6.6% | -13.1% |
| 1Y | -27.0% | +13.7% | -40.6% | -29.9% |
| 3Y | +28.8% | +409.7% | -380.9% | -4.8% |
| 5Y | +236.2% | -17.0% | +253.2% | +197.0% |
| All | +297.4% | -53.0% | +350.4% | +266.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling