-17.4%
RMBS vs FIVE
+63.3%
-80.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.7% | -12.7% | -7.3% |
| 7D | -8.9% | +7.5% | -16.4% | -10.3% |
| 30D | -24.8% | +16.7% | -41.6% | -27.4% |
| 3M | -17.6% | +13.4% | -30.9% | -20.8% |
| 6M | -25.7% | +9.0% | -34.7% | -27.7% |
| YTD | -9.8% | +33.8% | -43.6% | -22.1% |
| 1Y | -17.4% | +61.2% | -78.5% | -37.3% |
| All | -17.4% | +63.3% | -80.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling