+266.8%
RMBS vs COMP
-52.0%
+318.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.7% | -3.8% | +5.1% |
| 7D | -12.0% | +13.4% | -25.4% | -13.8% |
| 30D | -33.1% | +11.1% | -44.2% | -34.4% |
| 3M | -23.7% | -18.8% | -4.9% | -21.4% |
| 6M | -42.7% | +10.5% | -53.2% | -44.4% |
| YTD | -18.9% | -3.4% | -15.5% | -20.1% |
| 1Y | -30.0% | +19.7% | -49.7% | -33.4% |
| 3Y | +28.8% | +381.6% | -352.8% | -4.2% |
| 5Y | +210.5% | -17.6% | +228.1% | +174.0% |
| All | +266.8% | -52.0% | +318.7% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling