+558.9%
RMBS vs FLR
+19.7%
+539.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +1.8% | -3.5% | +5.3% | +2.7% |
| 30D | -13.9% | +4.2% | -18.1% | -14.8% |
| 3M | -39.8% | +8.1% | -47.9% | -40.9% |
| 6M | -6.0% | +21.5% | -27.5% | -10.2% |
| YTD | -5.4% | +36.8% | -42.1% | -11.7% |
| 1Y | -1.8% | +31.2% | -33.0% | -7.5% |
| 3Y | +53.7% | +53.9% | -0.2% | +38.8% |
| 5Y | +268.5% | +243.0% | +25.5% | +185.3% |
| All | +558.9% | +19.7% | +539.1% | +426.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling