+297.3%
RMBS vs COMP
-49.2%
+346.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.7% | +2.7% | +7.4% |
| 7D | -3.9% | +14.5% | -18.4% | -6.0% |
| 30D | -24.9% | +14.9% | -39.8% | -26.7% |
| 3M | -20.5% | -14.2% | -6.2% | -18.8% |
| 6M | -37.5% | +23.7% | -61.3% | -40.5% |
| YTD | -12.1% | +2.1% | -14.2% | -14.3% |
| 1Y | -25.0% | +26.2% | -51.2% | -29.3% |
| 3Y | +36.1% | +470.9% | -434.8% | -1.2% |
| 5Y | +236.1% | -14.0% | +250.2% | +194.3% |
| All | +297.3% | -49.2% | +346.6% | +262.2% |
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