+546.6%
RMBS vs EXEL
+386.3%
+160.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.3% |
| 7D | +1.2% | -2.9% | +4.1% | +1.7% |
| 30D | -11.5% | +11.9% | -23.4% | -13.5% |
| 3M | -38.2% | +9.2% | -47.4% | -39.5% |
| 6M | -4.8% | +39.1% | -43.8% | -11.0% |
| YTD | -7.1% | +31.0% | -38.1% | -12.3% |
| 1Y | +10.7% | +52.3% | -41.6% | +1.4% |
| 3Y | +54.5% | +159.7% | -105.3% | +23.9% |
| 5Y | +261.7% | +187.7% | +73.9% | +180.1% |
| All | +546.6% | +386.3% | +160.3% | +358.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling