-1.8%
RMBS vs EXEL
+48.5%
-50.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.5% |
| 7D | +1.8% | -4.9% | +6.7% | +3.2% |
| 30D | -13.9% | +11.4% | -25.3% | -16.8% |
| 3M | -39.8% | +4.9% | -44.7% | -41.1% |
| 6M | -6.0% | +34.4% | -40.4% | -17.3% |
| YTD | -5.4% | +28.0% | -33.4% | -15.8% |
| 1Y | -1.8% | +43.6% | -45.5% | -17.7% |
| All | -1.8% | +48.5% | -50.4% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling