+534.0%
RMBS vs FDS
+127.7%
+406.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +10.3% | +1.5% | +8.9% | +9.9% |
| 30D | -10.7% | +14.8% | -25.5% | -14.8% |
| 3M | -17.2% | +16.3% | -33.5% | -22.1% |
| 6M | -39.0% | +66.2% | -105.3% | -52.2% |
| YTD | -10.5% | +16.2% | -26.7% | -18.9% |
| 1Y | -11.0% | +21.8% | -32.8% | -21.7% |
| 3Y | +31.3% | -23.9% | +55.2% | +44.3% |
| 5Y | +242.8% | -23.1% | +265.9% | +267.7% |
| All | +534.0% | +127.7% | +406.3% | +265.7% |
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