+104.4%
RMBS vs EXEL
+336.4%
-232.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | +10.3% | -0.8% | +11.2% | +10.6% |
| 30D | -10.7% | +13.1% | -23.9% | -12.9% |
| 3M | -17.2% | +36.3% | -53.6% | -22.4% |
| 6M | -39.0% | +34.5% | -73.6% | -43.0% |
| YTD | -10.5% | +57.4% | -67.9% | -19.0% |
| 1Y | -11.0% | +62.9% | -73.9% | -20.1% |
| 3Y | +31.3% | +229.5% | -198.2% | -1.2% |
| 5Y | +242.8% | +281.2% | -38.4% | +146.2% |
| 10Y | +536.9% | +320.7% | +216.2% | +305.1% |
| All | +104.4% | +336.4% | -232.0% | -36.7% |
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 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