+57.3%
RMBS vs FDS
-30.4%
+87.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +1.3% |
| 7D | +3.0% | -5.4% | +8.3% | +2.5% |
| 30D | -14.4% | +1.6% | -16.0% | -14.2% |
| 3M | -42.8% | +17.7% | -60.6% | -42.0% |
| 6M | -1.4% | +29.1% | -30.5% | -2.4% |
| YTD | -5.4% | +1.0% | -6.4% | -0.7% |
| 1Y | +18.6% | -21.6% | +40.2% | +36.7% |
| 3Y | +57.3% | -30.1% | +87.4% | +76.2% |
| All | +57.3% | -30.4% | +87.7% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling