+101.8%
RMBS vs FLR
+587.1%
-485.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +1.9% |
| 7D | +3.5% | -3.1% | +6.6% | +4.5% |
| 30D | -8.6% | +4.9% | -13.5% | -10.2% |
| 3M | -40.3% | +10.8% | -51.1% | -42.3% |
| 6M | -1.0% | +19.7% | -20.6% | -6.8% |
| YTD | -4.6% | +38.4% | -43.0% | -14.2% |
| 1Y | +17.6% | +34.7% | -17.1% | +6.7% |
| 3Y | +58.6% | +56.7% | +2.0% | +33.5% |
| 5Y | +270.9% | +241.6% | +29.3% | +132.8% |
| 10Y | +569.1% | +20.2% | +548.9% | +355.3% |
| All | +101.8% | +587.1% | -485.4% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling