+265.7%
RMBS vs COO
-39.5%
+305.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.7% |
| 7D | +3.0% | -2.3% | +5.2% | +3.8% |
| 30D | -14.4% | -8.8% | -5.6% | -11.8% |
| 3M | -42.8% | +1.3% | -44.2% | -43.9% |
| 6M | -1.4% | -11.6% | +10.2% | +2.3% |
| YTD | -5.4% | -17.4% | +12.0% | +1.3% |
| 1Y | +18.6% | -1.6% | +20.2% | +17.0% |
| 3Y | +57.3% | -22.6% | +79.9% | +65.5% |
| 5Y | +265.7% | -40.3% | +306.0% | +316.3% |
| All | +265.7% | -39.5% | +305.2% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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