+112.4%
RMBS vs EXEL
+273.2%
-160.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -0.3% | +8.4% | -8.7% | -2.1% |
| 30D | -12.2% | +4.1% | -16.2% | -13.1% |
| 3M | -49.5% | +12.4% | -62.0% | -51.0% |
| 6M | -7.1% | +41.5% | -48.7% | -14.1% |
| YTD | -7.0% | +34.6% | -41.6% | -13.1% |
| 1Y | +13.3% | +57.9% | -44.5% | +2.2% |
| 3Y | +49.2% | +159.5% | -110.2% | +17.5% |
| 5Y | +250.0% | +198.5% | +51.5% | +163.5% |
| 10Y | +495.1% | +411.4% | +83.8% | +257.7% |
| All | +112.4% | +273.2% | -160.8% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling