+17.6%
RMBS vs FIVE
+64.7%
-47.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +2.1% |
| 7D | +3.5% | +1.7% | +1.8% | +2.6% |
| 30D | -8.6% | +5.0% | -13.6% | -11.4% |
| 3M | -40.3% | +29.5% | -69.8% | -48.0% |
| 6M | -1.0% | +12.4% | -13.4% | -10.1% |
| YTD | -4.6% | +31.2% | -35.8% | -25.3% |
| 1Y | +17.6% | +72.9% | -55.3% | -32.6% |
| All | +17.6% | +64.7% | -47.2% | -32.6% |
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