+96.5%
RMBS vs FLR
+571.1%
-474.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.8% |
| 7D | +1.2% | -6.9% | +8.1% | +3.6% |
| 30D | -11.5% | +1.1% | -12.6% | -12.0% |
| 3M | -38.2% | +14.3% | -52.5% | -40.9% |
| 6M | -4.8% | +19.1% | -23.9% | -10.2% |
| YTD | -7.1% | +35.1% | -42.2% | -15.7% |
| 1Y | +10.7% | +29.5% | -18.8% | +1.8% |
| 3Y | +54.5% | +53.0% | +1.5% | +31.0% |
| 5Y | +261.7% | +238.9% | +22.7% | +127.7% |
| 10Y | +551.5% | +17.4% | +534.1% | +347.0% |
| All | +96.5% | +571.1% | -474.6% | -48.1% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling