+240.5%
RMBS vs COMP
-10.9%
+251.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.5% |
| 7D | +10.3% | 0.0% | +10.3% | +10.3% |
| 30D | -10.7% | +16.6% | -27.3% | -13.2% |
| 3M | -17.2% | -23.5% | +6.3% | -13.7% |
| 6M | -39.0% | +25.7% | -64.8% | -42.2% |
| YTD | -10.5% | -3.4% | -7.1% | -11.9% |
| 1Y | -11.0% | +7.6% | -18.6% | -13.9% |
| 3Y | +31.3% | +423.6% | -392.3% | -4.2% |
| All | +240.5% | -10.9% | +251.4% | +208.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling