+13.3%
RMBS vs FLR
+31.2%
-17.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +2.9% |
| 7D | -0.3% | +5.4% | -5.8% | -4.1% |
| 30D | -12.2% | +11.4% | -23.6% | -19.8% |
| 3M | -49.5% | +11.4% | -60.9% | -53.3% |
| 6M | -7.1% | +16.6% | -23.8% | -18.5% |
| YTD | -7.0% | +41.7% | -48.7% | -28.4% |
| 1Y | +13.3% | +35.4% | -22.1% | -11.6% |
| All | +13.3% | +31.2% | -17.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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