+271.4%
RMBS vs FLR
+238.5%
+32.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +2.3% |
| 7D | +3.5% | -3.1% | +6.6% | +4.8% |
| 30D | -8.6% | +4.9% | -13.5% | -10.8% |
| 3M | -40.3% | +10.8% | -51.1% | -43.0% |
| 6M | -1.0% | +19.7% | -20.6% | -8.6% |
| YTD | -4.6% | +38.4% | -43.0% | -16.5% |
| 1Y | +17.6% | +34.7% | -17.1% | +4.0% |
| 3Y | +58.6% | +56.7% | +2.0% | +29.4% |
| All | +271.4% | +238.5% | +32.9% | +160.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling