+1,030.0%
RMBS vs FDS
+8,162.9%
-7,132.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.9% |
| 7D | -0.3% | -1.9% | +1.6% | +0.4% |
| 30D | -12.2% | +9.0% | -21.2% | -16.0% |
| 3M | -49.5% | +18.9% | -68.4% | -55.3% |
| 6M | -7.1% | +35.1% | -42.3% | -25.4% |
| YTD | -7.0% | +5.5% | -12.5% | -16.2% |
| 1Y | +13.3% | -16.8% | +30.2% | +12.1% |
| 3Y | +49.2% | -28.1% | +77.3% | +57.0% |
| 5Y | +250.0% | -17.4% | +267.4% | +238.6% |
| 10Y | +495.1% | +85.4% | +409.7% | +275.2% |
| All | +1,030.0% | +8,162.9% | -7,132.8% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling