+253.1%
RMBS vs COMP
-31.2%
+284.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | -12.2% | -13.3% | +1.2% | -10.2% |
| 3M | -49.5% | +41.1% | -90.7% | -52.8% |
| 6M | -7.1% | +17.2% | -24.3% | -11.1% |
| YTD | -7.0% | +5.2% | -12.2% | -9.5% |
| 1Y | +13.3% | +18.9% | -5.6% | +7.6% |
| 3Y | +49.2% | +215.9% | -166.7% | +16.9% |
| All | +253.1% | -31.2% | +284.3% | +210.7% |
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