+270.9%
RMBS vs FDS
-23.5%
+294.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.2% |
| 7D | +3.5% | -8.8% | +12.2% | +4.3% |
| 30D | -8.6% | -1.4% | -7.2% | -8.6% |
| 3M | -40.3% | +13.9% | -54.2% | -41.8% |
| 6M | -1.0% | +27.4% | -28.4% | -8.6% |
| YTD | -4.6% | -2.5% | -2.2% | -3.1% |
| 1Y | +17.6% | -23.8% | +41.4% | +31.6% |
| 3Y | +58.6% | -32.5% | +91.1% | +85.8% |
| 5Y | +270.9% | -23.2% | +294.1% | +341.2% |
| All | +270.9% | -23.5% | +294.4% | +341.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling