+546.6%
RMBS vs FIVE
+562.8%
-16.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -8.4% | +7.3% | -15.7% | -10.4% |
| 30D | -24.9% | +18.1% | -42.9% | -28.7% |
| 3M | -15.8% | +7.7% | -23.5% | -18.3% |
| 6M | -37.5% | +13.6% | -51.1% | -41.0% |
| YTD | -12.1% | +34.6% | -46.7% | -21.6% |
| 1Y | -27.0% | +66.2% | -93.2% | -39.2% |
| 3Y | +28.8% | +43.5% | -14.6% | +3.9% |
| 5Y | +236.2% | +20.7% | +215.6% | +175.2% |
| 10Y | +546.6% | +541.5% | +5.1% | +255.0% |
| All | +546.6% | +562.8% | -16.2% | +255.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling