+36.3%
RMBS vs FDS
-22.8%
+59.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +6.1% |
| 7D | +3.0% | -2.1% | +5.1% | +2.7% |
| 30D | -15.5% | +16.0% | -31.5% | -13.8% |
| 3M | -11.5% | +18.8% | -30.3% | -9.1% |
| 6M | -36.5% | +54.1% | -90.6% | -35.1% |
| YTD | -7.1% | +17.0% | -24.1% | 0.0% |
| 1Y | -18.7% | +25.5% | -44.2% | -14.1% |
| All | +36.3% | -22.8% | +59.1% | +60.9% |
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