+28.8%
RMBS vs COMP
+353.8%
-325.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.7% | -3.8% | +4.5% |
| 7D | -12.0% | +13.4% | -25.4% | -14.3% |
| 30D | -33.1% | +11.1% | -44.2% | -34.8% |
| 3M | -23.7% | -18.8% | -4.9% | -20.6% |
| 6M | -42.7% | +10.5% | -53.2% | -45.1% |
| YTD | -18.9% | -3.4% | -15.5% | -21.0% |
| 1Y | -30.0% | +19.7% | -49.7% | -34.5% |
| 3Y | +28.8% | +381.6% | -352.8% | -12.0% |
| All | +28.8% | +353.8% | -325.0% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling