+1,446.7%
RMBS vs FIVE
+874.1%
+572.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.6% | +2.7% | +6.7% |
| 7D | -3.9% | +6.2% | -10.1% | -5.5% |
| 30D | -24.9% | +18.2% | -43.0% | -28.3% |
| 3M | -20.5% | +3.8% | -24.3% | -21.8% |
| 6M | -37.5% | +13.7% | -51.3% | -40.6% |
| YTD | -12.1% | +34.7% | -46.9% | -20.5% |
| 1Y | -25.0% | +66.6% | -91.7% | -36.2% |
| 3Y | +36.1% | +44.3% | -8.2% | +12.6% |
| 5Y | +236.1% | +18.8% | +217.4% | +183.4% |
| 10Y | +541.3% | +569.2% | -27.9% | +257.0% |
| All | +1,446.7% | +874.1% | +572.6% | +712.4% |
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