+987.3%
RMBS vs FDS
+9,003.8%
-8,016.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +10.3% | +1.5% | +8.9% | +9.7% |
| 30D | -10.7% | +14.8% | -25.5% | -16.8% |
| 3M | -17.2% | +16.3% | -33.5% | -24.5% |
| 6M | -39.0% | +66.2% | -105.3% | -55.3% |
| YTD | -10.5% | +16.2% | -26.7% | -24.3% |
| 1Y | -11.0% | +21.8% | -32.8% | -26.8% |
| 3Y | +31.3% | -23.9% | +55.2% | +32.4% |
| 5Y | +242.8% | -23.1% | +265.9% | +239.3% |
| 10Y | +536.9% | +128.7% | +408.2% | +257.9% |
| All | +987.3% | +9,003.8% | -8,016.5% | +56.2% |
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 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