+1,537.2%
RMBS vs FIVE
+868.1%
+669.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | -0.1% |
| 7D | -0.3% | +4.3% | -4.6% | -1.6% |
| 30D | -12.2% | +12.5% | -24.7% | -15.3% |
| 3M | -49.5% | +31.2% | -80.8% | -53.5% |
| 6M | -7.1% | +14.4% | -21.5% | -11.8% |
| YTD | -7.0% | +33.9% | -40.9% | -15.5% |
| 1Y | +13.3% | +65.1% | -51.7% | -2.7% |
| 3Y | +49.2% | +49.0% | +0.3% | +22.8% |
| 5Y | +250.0% | +30.3% | +219.7% | +188.8% |
| 10Y | +495.1% | +481.1% | +14.0% | +239.9% |
| All | +1,537.2% | +868.1% | +669.0% | +764.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling