+564.0%
RMBS vs FDS
+77.2%
+486.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.9% |
| 7D | +3.5% | -8.8% | +12.2% | +6.4% |
| 30D | -8.6% | -1.4% | -7.2% | -8.7% |
| 3M | -40.3% | +13.9% | -54.2% | -44.7% |
| 6M | -1.0% | +27.4% | -28.4% | -15.7% |
| YTD | -4.6% | -2.5% | -2.2% | -7.9% |
| 1Y | +17.6% | -23.8% | +41.4% | +26.5% |
| 3Y | +58.6% | -32.5% | +91.1% | +79.8% |
| 5Y | +270.9% | -23.2% | +294.1% | +282.2% |
| All | +564.0% | +77.2% | +486.9% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling